+8,007.3%
CMI vs RSG
+1,999.8%
+6,007.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | +0.8% | -1.8% | +2.6% | +1.6% |
| 30D | -12.8% | +2.8% | -15.6% | -13.9% |
| 3M | -12.4% | +4.3% | -16.7% | -14.7% |
| 6M | -0.9% | -0.5% | -0.4% | -2.0% |
| YTD | +8.9% | +5.2% | +3.6% | +4.9% |
| 1Y | +37.7% | -2.1% | +39.8% | +36.4% |
| 3Y | +148.9% | +56.5% | +92.3% | +99.0% |
| 5Y | +164.4% | +89.5% | +74.9% | +92.3% |
| 10Y | +506.9% | +424.8% | +82.2% | +188.4% |
| All | +8,007.3% | +1,999.8% | +6,007.5% | +2,365.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling