+98.3%
STM vs CMI
-3.8%
+102.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.3% |
| 7D | +12.0% | +0.5% | +11.5% | +11.5% |
| 30D | -0.4% | -14.0% | +13.7% | +15.7% |
| 3M | -13.2% | -28.1% | +15.0% | +19.2% |
| 6M | -26.1% | -35.8% | +9.8% | +12.0% |
| YTD | +81.2% | -10.5% | +91.7% | +105.8% |
| 1Y | +98.3% | -1.9% | +100.2% | +111.3% |
| All | +98.3% | -3.8% | +102.2% | +111.3% |
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