+41.9%
CMI vs XHB
-9.3%
+51.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.2% |
| 7D | -0.7% | -1.3% | +0.6% | 0.0% |
| 30D | -13.4% | -6.9% | -6.6% | -9.8% |
| 3M | -17.0% | -1.3% | -15.7% | -16.9% |
| 6M | -1.6% | -6.8% | +5.1% | +0.8% |
| YTD | +11.0% | +0.7% | +10.3% | +9.8% |
| 1Y | +41.9% | -11.2% | +53.1% | +46.8% |
| All | +41.9% | -9.3% | +51.2% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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