+1.5%
CMI vs XHB
-3.8%
+5.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.2% |
| 7D | +0.7% | -1.9% | +2.6% | +1.9% |
| 30D | -12.3% | -8.3% | -4.0% | -7.4% |
| 3M | -16.8% | -7.1% | -9.7% | -13.3% |
| 6M | +1.5% | -5.3% | +6.8% | +3.7% |
| All | +1.5% | -3.8% | +5.3% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling