-45.9%
SE vs CMI
+39.5%
-85.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.5% |
| 7D | -5.2% | -0.7% | -4.5% | -5.1% |
| 30D | -17.1% | -12.4% | -4.7% | -15.6% |
| 3M | +24.0% | -14.8% | +38.8% | +25.4% |
| 6M | +21.0% | +0.8% | +20.2% | +16.7% |
| YTD | -16.7% | +10.2% | -26.9% | -22.7% |
| 1Y | -45.9% | +37.4% | -83.4% | -51.0% |
| All | -45.9% | +39.5% | -85.4% | -51.0% |
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