+248.8%
XLF vs CMI
+516.5%
-267.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.1% |
| 7D | -1.5% | -0.7% | -0.7% | -1.1% |
| 30D | -1.2% | -12.4% | +11.2% | +5.2% |
| 3M | +9.2% | -14.8% | +24.0% | +16.5% |
| 6M | +16.3% | +0.8% | +15.5% | +11.9% |
| YTD | +5.4% | +10.2% | -4.8% | -4.4% |
| 1Y | +7.6% | +37.4% | -29.8% | -14.4% |
| 3Y | +74.2% | +153.3% | -79.1% | -6.4% |
| 5Y | +66.1% | +167.6% | -101.5% | -15.7% |
| All | +248.8% | +516.5% | -267.6% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling