+19,478.9%
CMI vs RRC
+1,202.2%
+18,276.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.9% |
| 7D | -0.7% | +1.3% | -2.0% | -0.9% |
| 30D | -13.4% | +10.1% | -23.6% | -14.6% |
| 3M | -17.0% | +4.0% | -21.0% | -17.7% |
| 6M | -1.6% | +1.6% | -3.2% | -2.4% |
| YTD | +11.0% | +19.7% | -8.7% | +7.6% |
| 1Y | +41.9% | +21.4% | +20.5% | +36.8% |
| 3Y | +151.8% | +29.7% | +122.1% | +138.6% |
| 5Y | +163.6% | +153.9% | +9.7% | +120.4% |
| 10Y | +472.9% | +10.8% | +462.1% | +370.1% |
| All | +19,478.9% | +1,202.2% | +18,276.7% | +14,511.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling