+12,467.7%
CMI vs SM
+1,608.3%
+10,859.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -13.4% | +26.3% | -39.8% | -17.0% |
| 3M | -17.0% | +8.7% | -25.7% | -19.0% |
| 6M | -1.6% | +51.7% | -53.3% | -10.4% |
| YTD | +11.0% | +99.0% | -88.1% | -3.7% |
| 1Y | +41.9% | +34.6% | +7.3% | +30.9% |
| 3Y | +151.8% | -7.8% | +159.6% | +141.9% |
| 5Y | +163.6% | +104.8% | +58.8% | +110.5% |
| 10Y | +472.9% | +7.2% | +465.7% | +248.7% |
| All | +12,467.7% | +1,608.3% | +10,859.4% | +5,211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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