+31.4%
XLB vs CMI
+150.2%
-118.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -3.1% | -12.4% | +9.3% | +1.1% |
| 3M | -0.2% | -14.8% | +14.6% | +4.5% |
| 6M | +3.1% | +0.8% | +2.3% | +0.6% |
| YTD | +13.3% | +10.2% | +3.1% | +6.3% |
| 1Y | +12.0% | +37.4% | -25.4% | -4.2% |
| 3Y | +31.4% | +153.3% | -121.9% | -15.7% |
| All | +31.4% | +150.2% | -118.8% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3y: compounded portfolio wealth divided by compounded CMI 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…
3y analysis · Full analysis span regression · 6 months rolling