+165.0%
CMI vs SNY
+9.4%
+155.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.7% | -3.3% | +2.6% | -0.2% |
| 30D | -12.4% | -2.2% | -10.2% | -12.1% |
| 3M | -14.8% | -3.0% | -11.7% | -14.5% |
| 6M | +0.8% | +2.7% | -1.9% | 0.0% |
| YTD | +10.2% | -6.8% | +17.0% | +11.1% |
| 1Y | +37.4% | -5.3% | +42.7% | +37.9% |
| 3Y | +153.3% | -9.8% | +163.1% | +153.5% |
| All | +165.0% | +9.4% | +155.5% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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