-40.9%
SE vs CMI
+45.0%
-85.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.2% |
| 7D | -6.1% | -0.7% | -5.4% | -6.0% |
| 30D | -2.5% | -13.4% | +11.0% | -0.6% |
| 3M | +21.7% | -17.0% | +38.7% | +23.8% |
| 6M | +27.0% | -1.6% | +28.6% | +22.9% |
| YTD | -12.1% | +11.0% | -23.1% | -18.4% |
| 1Y | -40.9% | +41.9% | -82.8% | -46.5% |
| All | -40.9% | +45.0% | -85.9% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling