+253.9%
XLI vs CMI
+516.5%
-262.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.4% |
| 7D | -1.7% | -0.7% | -0.9% | -1.3% |
| 30D | -7.3% | -12.4% | +5.1% | -0.7% |
| 3M | -1.3% | -14.8% | +13.4% | +6.5% |
| 6M | +2.2% | +0.8% | +1.4% | -0.1% |
| YTD | +11.7% | +10.2% | +1.5% | +3.0% |
| 1Y | +14.3% | +37.4% | -23.2% | -7.5% |
| 3Y | +70.3% | +153.3% | -82.9% | -5.9% |
| 5Y | +82.3% | +167.6% | -85.3% | -4.9% |
| All | +253.9% | +516.5% | -262.6% | +14.4% |
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 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