+74.2%
XLF vs CMI
+150.2%
-76.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | -1.5% | -0.7% | -0.7% | -1.3% |
| 30D | -1.2% | -12.4% | +11.2% | +1.9% |
| 3M | +9.2% | -14.8% | +24.0% | +12.7% |
| 6M | +16.3% | +0.8% | +15.5% | +13.1% |
| YTD | +5.4% | +10.2% | -4.8% | -1.1% |
| 1Y | +7.6% | +37.4% | -29.8% | -6.9% |
| 3Y | +74.2% | +153.3% | -79.1% | +18.7% |
| All | +74.2% | +150.2% | -76.0% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling