+165.0%
CMI vs RUN
-81.0%
+246.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -0.7% | -3.7% | +3.0% | -0.4% |
| 30D | -12.4% | -13.0% | +0.6% | -11.3% |
| 3M | -14.8% | -31.8% | +17.0% | -12.1% |
| 6M | +0.8% | -32.2% | +33.0% | +3.6% |
| YTD | +10.2% | -53.5% | +63.7% | +15.9% |
| 1Y | +37.4% | -46.5% | +84.0% | +41.9% |
| 3Y | +153.3% | -37.6% | +190.9% | +132.9% |
| All | +165.0% | -81.0% | +246.0% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 5y: compounded portfolio wealth divided by compounded RUN 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…
5y analysis · Full analysis span regression · 6 months rolling