+227.7%
XLE vs CMI
+165.6%
+62.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | +8.5% | -12.3% | +20.8% | +12.8% |
| 3M | +14.6% | -16.8% | +31.4% | +20.2% |
| 6M | +17.6% | +1.5% | +16.0% | +12.9% |
| YTD | +48.1% | +9.8% | +38.3% | +36.2% |
| 1Y | +53.8% | +42.6% | +11.2% | +24.8% |
| 3Y | +56.2% | +151.0% | -94.8% | -5.6% |
| 5Y | +227.7% | +167.0% | +60.7% | +92.2% |
| All | +227.7% | +165.6% | +62.1% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling