+90.1%
CMI vs SN
+673.1%
-583.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -1.8% | +3.5% | -5.3% | -2.7% |
| 30D | -12.2% | +19.4% | -31.7% | -16.4% |
| 3M | -26.5% | +20.9% | -47.5% | -30.5% |
| 6M | -33.6% | +111.1% | -144.7% | -46.7% |
| YTD | -8.3% | +102.8% | -111.1% | -25.7% |
| 1Y | -1.3% | +146.2% | -147.4% | -24.0% |
| 3Y | +124.8% | +441.4% | -316.7% | +47.8% |
| All | +90.1% | +673.1% | -583.0% | +24.0% |
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