+141.4%
XLC vs CMI
+389.4%
-248.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.6% | +1.9% | -1.3% | -0.1% |
| 30D | +0.2% | -12.5% | +12.8% | +4.6% |
| 3M | +0.6% | -16.2% | +16.9% | +5.6% |
| 6M | -4.5% | +4.9% | -9.4% | -8.4% |
| YTD | -4.7% | +11.1% | -15.9% | -11.4% |
| 1Y | -1.7% | +43.4% | -45.0% | -17.6% |
| 3Y | +72.3% | +154.1% | -81.8% | +12.4% |
| 5Y | +37.8% | +169.5% | -131.7% | -13.8% |
| All | +141.4% | +389.4% | -248.0% | +11.9% |
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