+37.4%
CMI vs SMTC
+169.6%
-132.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | 0.0% |
| 7D | -0.7% | +13.1% | -13.8% | -3.8% |
| 30D | -12.4% | +19.5% | -31.8% | -16.8% |
| 3M | -14.8% | +2.2% | -17.0% | -17.0% |
| 6M | +0.8% | +94.9% | -94.1% | -18.0% |
| YTD | +10.2% | +127.0% | -116.8% | -13.6% |
| 1Y | +37.4% | +174.6% | -137.1% | +5.8% |
| All | +37.4% | +169.6% | -132.2% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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