+3,053.7%
CMI vs XRT
+501.1%
+2,552.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.8% |
| 7D | +1.9% | -0.3% | +2.1% | +2.1% |
| 30D | -12.5% | -5.6% | -6.9% | -8.6% |
| 3M | -16.2% | +2.5% | -18.8% | -18.7% |
| 6M | +4.9% | +3.7% | +1.2% | +0.8% |
| YTD | +11.1% | +1.0% | +10.2% | +9.4% |
| 1Y | +43.4% | -1.2% | +44.6% | +42.7% |
| 3Y | +154.1% | +43.4% | +110.7% | +84.9% |
| 5Y | +169.5% | -0.7% | +170.2% | +147.6% |
| 10Y | +503.8% | +123.7% | +380.1% | +127.8% |
| All | +3,053.7% | +501.1% | +2,552.7% | +281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling