+127.7%
CMI vs SN
+476.8%
-349.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.3% |
| 7D | +0.7% | -3.4% | +4.1% | +1.6% |
| 30D | -12.3% | -9.1% | -3.2% | -10.1% |
| 3M | -16.8% | +31.8% | -48.6% | -23.4% |
| 6M | +1.5% | +52.0% | -50.5% | -10.9% |
| YTD | +9.8% | +51.3% | -41.5% | -3.5% |
| 1Y | +42.6% | +46.9% | -4.3% | +25.6% |
| 3Y | +151.0% | +394.9% | -243.9% | +73.6% |
| All | +127.7% | +476.8% | -349.1% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling