+503.2%
CMI vs XHB
+215.4%
+287.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.2% |
| 7D | -0.7% | -4.6% | +3.9% | +2.2% |
| 30D | -12.4% | -9.1% | -3.3% | -7.2% |
| 3M | -14.8% | -8.6% | -6.2% | -10.5% |
| 6M | +0.8% | -4.0% | +4.8% | +2.8% |
| YTD | +10.2% | -3.9% | +14.1% | +12.1% |
| 1Y | +37.4% | -16.5% | +53.9% | +51.8% |
| 3Y | +153.3% | +22.6% | +130.7% | +116.2% |
| 5Y | +167.6% | +33.9% | +133.7% | +111.0% |
| All | +503.2% | +215.4% | +287.8% | +152.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling