+261.6%
CMI vs SITM
+4,789.7%
-4,528.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +0.5% |
| 7D | -0.7% | +3.9% | -4.6% | -1.2% |
| 30D | -12.4% | -6.6% | -5.8% | -11.7% |
| 3M | -14.8% | -11.9% | -2.9% | -14.4% |
| 6M | +0.8% | +81.1% | -80.3% | -8.7% |
| YTD | +10.2% | +80.0% | -69.8% | -1.0% |
| 1Y | +37.4% | +145.8% | -108.4% | +17.8% |
| 3Y | +153.3% | +475.9% | -322.6% | +86.9% |
| 5Y | +167.6% | +189.2% | -21.6% | +98.4% |
| All | +261.6% | +4,789.7% | -4,528.1% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling