+1,084.6%
XLI vs CMI
+12,216.3%
-11,131.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | -2.3% | +0.8% | -3.1% | -2.6% |
| 30D | -8.2% | -12.8% | +4.6% | -3.1% |
| 3M | +0.8% | -12.4% | +13.2% | +5.7% |
| 6M | +0.8% | -0.9% | +1.7% | +0.2% |
| YTD | +10.5% | +8.9% | +1.7% | +5.3% |
| 1Y | +14.1% | +37.7% | -23.6% | -1.4% |
| 3Y | +68.6% | +148.9% | -80.3% | +13.4% |
| 5Y | +80.4% | +164.4% | -84.0% | +17.3% |
| 10Y | +254.6% | +506.9% | -252.3% | +66.7% |
| All | +1,084.6% | +12,216.3% | -11,131.7% | +52.9% |
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