+19,269.7%
CMI vs SMTC
+69,847.7%
-50,578.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +0.7% | +22.5% | -21.8% | -2.2% |
| 30D | -12.3% | +24.9% | -37.2% | -15.4% |
| 3M | -16.8% | +4.1% | -20.9% | -18.2% |
| 6M | +1.5% | +92.6% | -91.0% | -9.0% |
| YTD | +9.8% | +122.5% | -112.7% | -3.8% |
| 1Y | +42.6% | +166.2% | -123.6% | +21.4% |
| 3Y | +151.0% | +577.2% | -426.2% | +76.0% |
| 5Y | +167.0% | +119.0% | +48.1% | +112.6% |
| 10Y | +512.2% | +527.9% | -15.7% | +311.6% |
| All | +19,269.7% | +69,847.7% | -50,578.0% | +10,570.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling