+503.2%
CMI vs XRT
+128.2%
+375.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.5% |
| 7D | -0.7% | -3.2% | +2.5% | +1.1% |
| 30D | -12.4% | -4.5% | -7.9% | -10.2% |
| 3M | -14.8% | -3.1% | -11.7% | -13.9% |
| 6M | +0.8% | +4.2% | -3.4% | -2.2% |
| YTD | +10.2% | -0.1% | +10.3% | +9.8% |
| 1Y | +37.4% | -3.0% | +40.5% | +38.8% |
| 3Y | +153.3% | +41.8% | +111.5% | +106.8% |
| 5Y | +167.6% | -1.3% | +168.9% | +156.9% |
| All | +503.2% | +128.2% | +375.0% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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