+41.9%
CMI vs SITM
+174.8%
-132.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.5% | -3.8% | +1.8% |
| 7D | -0.7% | +9.7% | -10.4% | -2.2% |
| 30D | -13.4% | +12.7% | -26.1% | -15.5% |
| 3M | -17.0% | -13.4% | -3.6% | -16.3% |
| 6M | -1.6% | +59.6% | -61.3% | -11.5% |
| YTD | +11.0% | +73.3% | -62.3% | -1.6% |
| 1Y | +41.9% | +165.5% | -123.6% | +15.1% |
| All | +41.9% | +174.8% | -132.9% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling