+503.2%
CMI vs RRX
+228.4%
+274.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | -0.5% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -12.4% | -6.1% | -6.3% | -9.8% |
| 3M | -14.8% | -23.1% | +8.3% | -5.2% |
| 6M | +0.8% | -19.5% | +20.3% | +9.1% |
| YTD | +10.2% | +16.1% | -5.9% | -1.4% |
| 1Y | +37.4% | +12.9% | +24.5% | +23.7% |
| 3Y | +153.3% | +7.9% | +145.3% | +118.1% |
| 5Y | +167.6% | +19.1% | +148.5% | +108.7% |
| All | +503.2% | +228.4% | +274.8% | +139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling