+11,516.8%
CMI vs SNY
+241.9%
+11,274.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.7% | -3.3% | +2.6% | +0.9% |
| 30D | -12.4% | -2.2% | -10.2% | -11.5% |
| 3M | -14.8% | -3.0% | -11.7% | -14.2% |
| 6M | +0.8% | +2.7% | -1.9% | -1.7% |
| YTD | +10.2% | -6.8% | +17.0% | +12.6% |
| 1Y | +37.4% | -5.3% | +42.7% | +38.5% |
| 3Y | +153.3% | -9.8% | +163.1% | +148.9% |
| 5Y | +167.6% | +9.7% | +157.9% | +127.6% |
| 10Y | +514.4% | +64.5% | +449.9% | +288.5% |
| All | +11,516.8% | +241.9% | +11,274.9% | +3,952.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling