+597.0%
SE vs CMI
+299.5%
+297.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +0.6% | +1.9% | -1.3% | -0.4% |
| 30D | -0.1% | -12.5% | +12.4% | +6.5% |
| 3M | +34.1% | -16.2% | +50.3% | +44.4% |
| 6M | +23.2% | +4.9% | +18.4% | +16.4% |
| YTD | -11.2% | +11.1% | -22.3% | -19.8% |
| 1Y | -40.5% | +43.4% | -83.9% | -53.9% |
| 3Y | +196.3% | +154.1% | +42.2% | +62.7% |
| 5Y | -67.0% | +169.5% | -236.5% | -82.5% |
| All | +597.0% | +299.5% | +297.5% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling