CMILL Strict

The chart shows the growth of an initial investment of $10,000 in CMILL Strict, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Oct 25, 2018, CMILL Strict's average daily return is +0.10%, while the average monthly return is +2.13%. At this rate, an investment would double in approximately 2.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +27.1%, while the worst month was Mar 2020 at -26.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CMILL Strict closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +16.8%, while the worst single day was Mar 16, 2020 at -14.7%.

CMILL Strict has an annualized alpha of 7.37%, beta of 1.18, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since October 25, 2018.

• This portfolio captured 172.22% of S&P 500 Index gains and 134.07% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 7.37% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

CMILL Strict has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

CMILL Strict ranks 64 for risk / return — better than 64% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current CMILL Strict Sharpe ratio is 2.12 as of Jul 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.14, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of CMILL Strict compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

CMILL Strict provided a 0.52% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the CMILL Strict. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the CMILL Strict was 49.91%, occurring on Mar 23, 2020. Recovery took 144 trading sessions.

The current CMILL Strict drawdown is 1.73%.

The chart below shows the rolling one-month volatility.