-5.1%
SNXX vs CMI
-20.7%
+15.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -4.9% | -38.2% | -29.4% |
| 7D | -66.8% | -13.4% | -53.4% | -45.6% |
| 30D | -79.7% | -16.2% | -63.5% | -63.7% |
| 3M | -72.8% | -30.8% | -42.1% | -18.4% |
| 6M | -84.7% | -33.1% | -51.6% | -39.2% |
| All | -5.1% | -20.7% | +15.5% | +171.8% |
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 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