+130.1%
CMI vs SN
+490.7%
-360.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.1% |
| 7D | -0.7% | -9.3% | +8.6% | +1.8% |
| 30D | -13.4% | -4.8% | -8.6% | -12.4% |
| 3M | -17.0% | +40.4% | -57.4% | -25.0% |
| 6M | -1.6% | +50.9% | -52.6% | -13.5% |
| YTD | +11.0% | +54.9% | -44.0% | -3.1% |
| 1Y | +41.9% | +43.0% | -1.1% | +25.8% |
| 3Y | +151.8% | +391.8% | -240.0% | +73.9% |
| All | +130.1% | +490.7% | -360.6% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling