+1.5%
SMR vs CMI
+199.0%
-197.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -4.7% |
| 7D | +4.7% | +0.8% | +3.9% | +3.8% |
| 30D | +3.2% | -12.8% | +16.0% | +18.2% |
| 3M | +9.9% | -12.4% | +22.3% | +24.3% |
| 6M | -15.1% | -0.9% | -14.3% | -15.4% |
| YTD | -27.9% | +8.9% | -36.8% | -34.3% |
| 1Y | -70.2% | +37.7% | -107.9% | -78.7% |
| 3Y | +72.5% | +148.9% | -76.4% | -22.9% |
| All | +1.5% | +199.0% | -197.5% | -58.7% |
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