+1,019.2%
XLE vs CMI
+10,273.3%
-9,254.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.1% |
| 7D | -0.2% | -1.8% | +1.6% | +0.4% |
| 30D | -4.0% | -12.2% | +8.2% | +0.7% |
| 3M | +4.6% | -26.5% | +31.2% | +17.3% |
| 6M | +12.3% | -33.6% | +45.9% | +29.2% |
| YTD | +44.5% | -8.3% | +52.9% | +43.9% |
| 1Y | +42.4% | -1.3% | +43.7% | +37.2% |
| 3Y | +67.0% | +124.8% | -57.7% | +13.6% |
| 5Y | +161.9% | +119.9% | +42.1% | +77.6% |
| 10Y | +173.9% | +335.9% | -162.0% | +43.3% |
| All | +1,019.2% | +10,273.3% | -9,254.1% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling