+143.7%
XLC vs CMI
+385.2%
-241.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | +2.1% | -12.4% | +14.5% | +6.5% |
| 3M | +0.7% | -14.8% | +15.5% | +5.1% |
| 6M | -3.2% | +0.8% | -4.0% | -5.8% |
| YTD | -3.8% | +10.2% | -14.0% | -10.2% |
| 1Y | -2.0% | +37.4% | -39.5% | -16.5% |
| 3Y | +71.4% | +153.3% | -81.9% | +11.9% |
| 5Y | +40.7% | +167.6% | -126.9% | -11.8% |
| All | +143.7% | +385.2% | -241.5% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling