+165.0%
CMI vs SMTC
+122.8%
+42.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.3% |
| 7D | -0.7% | +13.1% | -13.8% | -3.1% |
| 30D | -12.4% | +19.5% | -31.8% | -15.7% |
| 3M | -14.8% | +2.2% | -17.0% | -16.6% |
| 6M | +0.8% | +94.9% | -94.1% | -12.8% |
| YTD | +10.2% | +127.0% | -116.8% | -7.4% |
| 1Y | +37.4% | +174.6% | -137.1% | +11.3% |
| 3Y | +153.3% | +615.9% | -462.6% | +60.2% |
| All | +165.0% | +122.8% | +42.2% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling