+41.9%
CMI vs RSG
-3.6%
+45.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +2.2% |
| 7D | -0.7% | +0.3% | -1.0% | -0.5% |
| 30D | -13.4% | +7.6% | -21.0% | -9.9% |
| 3M | -17.0% | +7.4% | -24.4% | -13.7% |
| 6M | -1.6% | -3.3% | +1.6% | -0.4% |
| YTD | +11.0% | +6.0% | +5.0% | +15.1% |
| 1Y | +41.9% | -3.7% | +45.6% | +47.2% |
| All | +41.9% | -3.6% | +45.5% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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