+3,296.1%
CMI vs XHB
+163.2%
+3,132.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.2% |
| 7D | +0.7% | -1.9% | +2.6% | +2.0% |
| 30D | -12.3% | -8.3% | -4.0% | -7.2% |
| 3M | -16.8% | -7.1% | -9.7% | -13.1% |
| 6M | +1.5% | -5.3% | +6.8% | +4.6% |
| YTD | +9.8% | -3.2% | +13.0% | +11.2% |
| 1Y | +42.6% | -13.9% | +56.4% | +55.7% |
| 3Y | +151.0% | +24.9% | +126.1% | +107.4% |
| 5Y | +167.0% | +34.5% | +132.5% | +102.9% |
| 10Y | +512.2% | +215.5% | +296.7% | +141.5% |
| All | +3,296.1% | +163.2% | +3,132.9% | +943.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling