+19,269.7%
CMI vs ROST
+68,667.6%
-49,397.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +0.7% | -2.2% | +2.9% | +1.3% |
| 30D | -12.3% | -11.4% | -0.9% | -9.7% |
| 3M | -16.8% | -1.6% | -15.2% | -16.8% |
| 6M | +1.5% | +6.8% | -5.3% | -0.7% |
| YTD | +9.8% | +25.8% | -16.0% | +3.0% |
| 1Y | +42.6% | +52.4% | -9.8% | +27.2% |
| 3Y | +151.0% | +94.4% | +56.6% | +109.8% |
| 5Y | +167.0% | +108.2% | +58.8% | +115.0% |
| 10Y | +512.2% | +308.5% | +203.7% | +306.7% |
| All | +19,269.7% | +68,667.6% | -49,397.8% | +5,420.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling