-48.8%
SE vs CMI
+10.9%
-59.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.8% | +10.2% | +5.1% |
| 7D | +6.7% | -11.2% | +17.9% | +8.1% |
| 30D | -17.2% | -9.8% | -7.4% | -16.2% |
| 3M | -28.0% | -25.5% | -2.5% | -25.4% |
| 6M | -6.1% | -27.7% | +21.5% | -3.6% |
| YTD | -37.1% | -6.6% | -30.5% | -42.2% |
| 1Y | -48.8% | +11.7% | -60.4% | -57.5% |
| All | -48.8% | +10.9% | -59.7% | -57.5% |
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