+2,037.8%
STM vs CMI
+8,479.8%
-6,441.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | +12.0% | +0.5% | +11.5% | +11.8% |
| 30D | -0.4% | -14.0% | +13.7% | +8.3% |
| 3M | -13.2% | -28.1% | +15.0% | +3.8% |
| 6M | -26.1% | -35.8% | +9.8% | -5.6% |
| YTD | +81.2% | -10.5% | +91.7% | +95.3% |
| 1Y | +98.3% | -1.9% | +100.2% | +103.9% |
| 3Y | +16.7% | +121.0% | -104.3% | -21.0% |
| 5Y | -4.8% | +114.6% | -119.4% | -34.5% |
| 10Y | +468.8% | +325.5% | +143.3% | +177.7% |
| All | +2,037.8% | +8,479.8% | -6,441.9% | +92.5% |
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