+85.6%
CMI vs SN
+671.3%
-585.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.4% |
| 7D | +0.5% | +1.5% | -1.1% | +0.1% |
| 30D | -14.0% | +21.5% | -35.5% | -18.5% |
| 3M | -28.1% | +20.0% | -48.2% | -31.9% |
| 6M | -35.8% | +119.9% | -155.8% | -49.0% |
| YTD | -10.5% | +102.3% | -112.8% | -27.5% |
| 1Y | -1.9% | +148.0% | -149.9% | -24.7% |
| 3Y | +121.0% | +450.0% | -329.0% | +45.0% |
| All | +85.6% | +671.3% | -585.7% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling