+125.7%
CMI vs SN
+453.9%
-328.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.2% |
| 7D | +0.8% | -7.2% | +8.0% | +2.9% |
| 30D | -12.8% | -13.4% | +0.6% | -9.5% |
| 3M | -12.4% | +26.8% | -39.2% | -18.6% |
| 6M | -0.9% | +44.6% | -45.5% | -11.8% |
| YTD | +8.9% | +45.3% | -36.4% | -3.3% |
| 1Y | +37.7% | +40.1% | -2.4% | +22.8% |
| 3Y | +148.9% | +375.3% | -226.4% | +74.0% |
| All | +125.7% | +453.9% | -328.2% | +61.5% |
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