+37.4%
CMI vs XRT
-1.4%
+38.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | -0.7% | -3.2% | +2.5% | +0.8% |
| 30D | -12.4% | -4.5% | -7.9% | -10.6% |
| 3M | -14.8% | -3.1% | -11.7% | -14.2% |
| 6M | +0.8% | +4.2% | -3.4% | -4.1% |
| YTD | +10.2% | -0.1% | +10.3% | +9.5% |
| 1Y | +37.4% | -3.0% | +40.5% | +39.5% |
| All | +37.4% | -1.4% | +38.9% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling