+165.0%
CMI vs RRC
+142.8%
+22.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | -0.7% | -1.8% | +1.1% | -0.5% |
| 30D | -12.4% | +2.7% | -15.0% | -12.8% |
| 3M | -14.8% | +8.8% | -23.6% | -16.1% |
| 6M | +0.8% | -1.2% | +2.0% | +0.4% |
| YTD | +10.2% | +17.6% | -7.4% | +6.4% |
| 1Y | +37.4% | +18.4% | +19.0% | +32.0% |
| 3Y | +153.3% | +33.1% | +120.2% | +136.9% |
| All | +165.0% | +142.8% | +22.1% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling