+20.7%
XLK vs CMI
+10.9%
+9.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | +2.3% |
| 7D | -7.6% | -11.2% | +3.6% | -3.1% |
| 30D | -12.2% | -9.8% | -2.3% | -8.5% |
| 3M | -5.5% | -25.5% | +20.1% | +6.3% |
| 6M | +9.2% | -27.7% | +36.8% | +23.8% |
| YTD | +23.0% | -6.6% | +29.7% | +25.6% |
| 1Y | +20.7% | +11.7% | +9.0% | +17.5% |
| All | +20.7% | +10.9% | +9.8% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling