+260.3%
CMI vs SITM
+4,437.5%
-4,177.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | +0.7% | +3.7% | -3.0% | +0.2% |
| 30D | -12.3% | -14.5% | +2.2% | -10.6% |
| 3M | -16.8% | -10.6% | -6.2% | -16.5% |
| 6M | +1.5% | +65.5% | -64.0% | -6.9% |
| YTD | +9.8% | +67.0% | -57.2% | -0.3% |
| 1Y | +42.6% | +138.6% | -96.0% | +22.7% |
| 3Y | +151.0% | +421.8% | -270.8% | +87.6% |
| 5Y | +167.0% | +172.4% | -5.4% | +99.7% |
| All | +260.3% | +4,437.5% | -4,177.2% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling