+6,354.3%
SO vs CMI
+15,921.4%
-9,567.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +4.7% | -14.0% | +18.7% | +6.5% |
| 3M | +1.7% | -28.1% | +29.8% | +5.5% |
| 6M | +2.2% | -35.8% | +38.0% | +7.1% |
| YTD | +10.0% | -10.5% | +20.5% | +10.3% |
| 1Y | +6.0% | -1.9% | +7.9% | +5.1% |
| 3Y | +54.1% | +121.0% | -66.9% | +36.7% |
| 5Y | +79.6% | +114.6% | -34.9% | +59.0% |
| 10Y | +195.5% | +325.5% | -130.0% | +138.1% |
| All | +6,354.3% | +15,921.4% | -9,567.1% | +3,106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling