+154.8%
SO vs CMI
+509.0%
-354.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.1% | +0.8% | -2.0% | -1.3% |
| 30D | -3.7% | -12.8% | +9.0% | -1.4% |
| 3M | -5.9% | -12.4% | +6.5% | -4.1% |
| 6M | -7.3% | -0.9% | -6.5% | -8.5% |
| YTD | +3.1% | +8.9% | -5.8% | -0.6% |
| 1Y | -1.0% | +37.7% | -38.7% | -9.8% |
| 3Y | +43.2% | +148.9% | -105.6% | +9.8% |
| 5Y | +59.1% | +164.4% | -105.3% | +18.1% |
| All | +154.8% | +509.0% | -354.3% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling