+64.3%
XLF vs CMI
+164.8%
-100.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.2% |
| 7D | -1.5% | -0.7% | -0.7% | -1.2% |
| 30D | -1.2% | -12.4% | +11.2% | +3.4% |
| 3M | +9.2% | -14.8% | +24.0% | +14.4% |
| 6M | +16.3% | +0.8% | +15.5% | +12.5% |
| YTD | +5.4% | +10.2% | -4.8% | -2.8% |
| 1Y | +7.6% | +37.4% | -29.8% | -10.8% |
| 3Y | +74.2% | +153.3% | -79.1% | +3.0% |
| All | +64.3% | +164.8% | -100.5% | -8.4% |
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