-66.9%
SE vs CMI
+163.4%
-230.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.5% |
| 7D | -4.8% | +0.8% | -5.6% | -5.2% |
| 30D | -18.1% | -12.8% | -5.3% | -11.8% |
| 3M | +30.6% | -12.4% | +43.1% | +37.9% |
| 6M | +20.8% | -0.9% | +21.6% | +15.7% |
| YTD | -15.6% | +8.9% | -24.4% | -25.7% |
| 1Y | -44.2% | +37.7% | -81.9% | -59.1% |
| 3Y | +181.5% | +148.9% | +32.7% | +22.2% |
| 5Y | -66.9% | +164.4% | -231.3% | -87.6% |
| All | -66.9% | +163.4% | -230.3% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling