+161.9%
XLE vs CMI
+118.3%
+43.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.3% |
| 7D | -0.2% | -1.8% | +1.6% | +0.3% |
| 30D | -4.0% | -12.2% | +8.2% | -0.4% |
| 3M | +4.6% | -26.5% | +31.2% | +14.2% |
| 6M | +12.3% | -33.6% | +45.9% | +25.3% |
| YTD | +44.5% | -8.3% | +52.9% | +40.1% |
| 1Y | +42.4% | -1.3% | +43.7% | +33.3% |
| 3Y | +67.0% | +124.8% | -57.7% | +3.8% |
| 5Y | +161.9% | +119.9% | +42.1% | +69.2% |
| All | +161.9% | +118.3% | +43.6% | +69.2% |
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