+412.9%
XLF vs CMI
+12,322.2%
-11,909.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -1.0% | +0.7% | -1.7% | -1.4% |
| 30D | -1.3% | -12.3% | +11.0% | +4.3% |
| 3M | +9.1% | -16.8% | +25.9% | +16.9% |
| 6M | +14.4% | +1.5% | +12.8% | +10.9% |
| YTD | +5.1% | +9.8% | -4.7% | -2.3% |
| 1Y | +8.6% | +42.6% | -33.9% | -10.8% |
| 3Y | +74.4% | +151.0% | -76.6% | +8.7% |
| 5Y | +64.4% | +167.0% | -102.7% | -1.4% |
| 10Y | +251.6% | +512.2% | -260.6% | +44.8% |
| All | +412.9% | +12,322.2% | -11,909.3% | -42.2% |
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 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