+45.4%
SMR vs CMI
+150.2%
-104.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.2% | -16.9% | -17.1% |
| 7D | -11.2% | -0.7% | -10.5% | -10.6% |
| 30D | -10.2% | -12.4% | +2.2% | +4.6% |
| 3M | -10.0% | -14.8% | +4.7% | +7.0% |
| 6M | -30.5% | +0.8% | -31.3% | -33.8% |
| YTD | -39.2% | +10.2% | -49.4% | -48.6% |
| 1Y | -75.5% | +37.4% | -113.0% | -84.8% |
| 3Y | +45.4% | +153.3% | -107.8% | -67.8% |
| All | +45.4% | +150.2% | -104.8% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling