+491.8%
CMI vs RUN
-29.4%
+521.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.2% |
| 7D | +1.9% | +10.2% | -8.3% | +0.8% |
| 30D | -12.5% | -9.6% | -2.9% | -11.7% |
| 3M | -16.2% | -31.5% | +15.3% | -13.3% |
| 6M | +4.9% | -18.7% | +23.6% | +6.1% |
| YTD | +11.1% | -49.9% | +61.0% | +16.7% |
| 1Y | +43.4% | -45.5% | +88.9% | +48.2% |
| 3Y | +154.1% | -34.1% | +188.2% | +130.4% |
| 5Y | +169.5% | -79.4% | +248.9% | +160.7% |
| 10Y | +503.8% | +48.9% | +454.8% | +333.8% |
| All | +491.8% | -29.4% | +521.2% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling