+48.3%
XLE vs CMI
+45.0%
+3.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -0.8% |
| 7D | +2.2% | -0.7% | +2.9% | +2.2% |
| 30D | +11.8% | -13.4% | +25.2% | +11.2% |
| 3M | +9.8% | -17.0% | +26.8% | +9.3% |
| 6M | +15.6% | -1.6% | +17.2% | +15.1% |
| YTD | +45.3% | +11.0% | +34.3% | +42.4% |
| 1Y | +48.3% | +41.9% | +6.4% | +42.3% |
| All | +48.3% | +45.0% | +3.3% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling