+165.0%
CMI vs XHB
+33.0%
+132.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.3% |
| 7D | -0.7% | -4.6% | +3.9% | +2.0% |
| 30D | -12.4% | -9.1% | -3.3% | -7.6% |
| 3M | -14.8% | -8.6% | -6.2% | -10.8% |
| 6M | +0.8% | -4.0% | +4.8% | +2.7% |
| YTD | +10.2% | -3.9% | +14.1% | +12.0% |
| 1Y | +37.4% | -16.5% | +53.9% | +50.7% |
| 3Y | +153.3% | +22.6% | +130.7% | +120.3% |
| All | +165.0% | +33.0% | +132.0% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling