+11.7%
CMI vs RRX
+30.0%
-18.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.6% | -2.1% | -4.4% |
| 7D | -11.2% | +7.6% | -18.8% | -13.7% |
| 30D | -9.8% | +7.5% | -17.4% | -12.5% |
| 3M | -25.5% | -21.0% | -4.5% | -19.8% |
| 6M | -27.7% | -18.1% | -9.6% | -23.5% |
| YTD | -6.6% | +24.3% | -30.9% | -11.5% |
| 1Y | +11.7% | +29.3% | -17.6% | +5.3% |
| All | +11.7% | +30.0% | -18.3% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling