-4.5%
STM vs CMI
+118.3%
-122.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +1.9% |
| 7D | +1.4% | -1.8% | +3.3% | +3.4% |
| 30D | -8.4% | -12.2% | +3.9% | +2.3% |
| 3M | -15.8% | -26.5% | +10.7% | +8.2% |
| 6M | -22.8% | -33.6% | +10.8% | +7.9% |
| YTD | +79.4% | -8.3% | +87.7% | +96.4% |
| 1Y | +97.0% | -1.3% | +98.2% | +104.0% |
| 3Y | +14.2% | +124.8% | -110.6% | -38.5% |
| 5Y | -4.5% | +119.9% | -124.3% | -53.4% |
| All | -4.5% | +118.3% | -122.7% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling