+7,958.2%
CMI vs SBAC
+2,199.0%
+5,759.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -12.5% | +3.2% | -15.8% | -13.0% |
| 3M | -16.2% | -5.1% | -11.2% | -15.9% |
| 6M | +4.9% | -2.1% | +7.0% | +4.1% |
| YTD | +11.1% | -0.5% | +11.7% | +9.9% |
| 1Y | +43.4% | +1.1% | +42.2% | +41.3% |
| 3Y | +154.1% | -7.4% | +161.5% | +151.1% |
| 5Y | +169.5% | -44.3% | +213.8% | +187.4% |
| 10Y | +503.8% | +77.6% | +426.2% | +421.0% |
| All | +7,958.2% | +2,199.0% | +5,759.2% | +4,267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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