+8,177.1%
CMI vs SRE
+1,544.3%
+6,632.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +0.7% | +1.5% | -0.8% | -0.1% |
| 30D | -12.3% | +0.8% | -13.1% | -13.0% |
| 3M | -16.8% | -5.8% | -11.0% | -14.7% |
| 6M | +1.5% | -7.8% | +9.3% | +5.0% |
| YTD | +9.8% | -2.4% | +12.1% | +10.0% |
| 1Y | +42.6% | +8.9% | +33.7% | +34.5% |
| 3Y | +151.0% | +31.1% | +119.9% | +107.2% |
| 5Y | +167.0% | +48.6% | +118.4% | +102.7% |
| 10Y | +512.2% | +126.1% | +386.0% | +236.2% |
| All | +8,177.1% | +1,544.3% | +6,632.8% | +1,375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling