-2.3%
SO vs CMI
+39.5%
-41.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.6% |
| 7D | -1.1% | -0.7% | -0.4% | -1.1% |
| 30D | -5.0% | -12.4% | +7.4% | -5.8% |
| 3M | -5.8% | -14.8% | +9.0% | -6.8% |
| 6M | -7.9% | +0.8% | -8.7% | -8.1% |
| YTD | +2.4% | +10.2% | -7.8% | +3.3% |
| 1Y | -2.3% | +37.4% | -39.7% | +0.7% |
| All | -2.3% | +39.5% | -41.7% | +0.7% |
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 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