+43.2%
XLB vs CMI
+121.3%
-78.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.5% | +0.5% | +0.1% | +0.4% |
| 30D | +5.2% | -14.0% | +19.2% | +9.9% |
| 3M | +0.3% | -28.1% | +28.4% | +10.9% |
| 6M | +1.2% | -35.8% | +37.0% | +15.3% |
| YTD | +16.6% | -10.5% | +27.2% | +16.6% |
| 1Y | +21.4% | -1.9% | +23.3% | +17.1% |
| 3Y | +43.2% | +121.0% | -77.8% | -1.4% |
| All | +43.2% | +121.3% | -78.1% | -1.4% |
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