+47.7%
XLE vs CMI
-3.8%
+51.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +5.4% | +0.5% | +5.0% | +5.4% |
| 30D | -3.9% | -14.0% | +10.1% | -4.4% |
| 3M | +7.0% | -28.1% | +35.2% | +5.3% |
| 6M | +14.2% | -35.8% | +50.0% | +12.2% |
| YTD | +48.2% | -10.5% | +58.7% | +45.5% |
| 1Y | +47.7% | -1.9% | +49.5% | +42.6% |
| All | +47.7% | -3.8% | +51.5% | +42.6% |
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 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