+49.9%
XLE vs CMI
+10.9%
+39.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.8% | +1.0% | -4.9% |
| 7D | -7.2% | -11.2% | +4.0% | -7.6% |
| 30D | +0.1% | -9.8% | +10.0% | -0.2% |
| 3M | +9.2% | -25.5% | +34.7% | +7.7% |
| 6M | +8.4% | -27.7% | +36.0% | +7.0% |
| YTD | +44.9% | -6.6% | +51.5% | +42.3% |
| 1Y | +49.9% | +11.7% | +38.2% | +45.2% |
| All | +49.9% | +10.9% | +39.0% | +45.2% |
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