+811.7%
XLB vs CMI
+12,474.3%
-11,662.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.2% | +1.9% | -2.1% | -1.0% |
| 30D | -1.7% | -12.5% | +10.8% | +3.6% |
| 3M | +4.4% | -16.2% | +20.6% | +11.2% |
| 6M | +5.0% | +4.9% | +0.2% | +1.3% |
| YTD | +15.5% | +11.1% | +4.3% | +8.2% |
| 1Y | +14.9% | +43.4% | -28.5% | -3.7% |
| 3Y | +34.5% | +154.1% | -119.5% | -12.6% |
| 5Y | +36.5% | +169.5% | -132.9% | -14.3% |
| 10Y | +159.6% | +503.8% | -344.2% | +15.6% |
| All | +811.7% | +12,474.3% | -11,662.5% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling