-73.1%
SMR vs CMI
+45.0%
-118.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -3.2% |
| 7D | +4.4% | -0.7% | +5.1% | +5.0% |
| 30D | +3.4% | -13.4% | +16.9% | +18.9% |
| 3M | -19.2% | -17.0% | -2.2% | -3.9% |
| 6M | -22.6% | -1.6% | -21.0% | -23.2% |
| YTD | -31.5% | +11.0% | -42.5% | -39.8% |
| 1Y | -73.1% | +41.9% | -115.0% | -79.9% |
| All | -73.1% | +45.0% | -118.1% | -79.9% |
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