+165.0%
CMI vs SRE
+45.6%
+119.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | -12.4% | -3.0% | -9.4% | -11.6% |
| 3M | -14.8% | -8.3% | -6.5% | -12.3% |
| 6M | +0.8% | -8.9% | +9.7% | +3.8% |
| YTD | +10.2% | -4.3% | +14.5% | +11.2% |
| 1Y | +37.4% | +2.7% | +34.7% | +34.7% |
| 3Y | +153.3% | +28.7% | +124.6% | +117.1% |
| All | +165.0% | +45.6% | +119.4% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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