+788.5%
XLK vs CMI
+516.5%
+272.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.8% |
| 7D | +0.2% | -0.7% | +0.9% | +0.5% |
| 30D | -0.6% | -12.4% | +11.8% | +5.6% |
| 3M | +2.6% | -14.8% | +17.3% | +10.1% |
| 6M | +34.0% | +0.8% | +33.2% | +32.2% |
| YTD | +30.7% | +10.2% | +20.5% | +22.9% |
| 1Y | +39.2% | +37.4% | +1.8% | +17.4% |
| 3Y | +120.4% | +153.3% | -32.9% | +37.4% |
| 5Y | +148.8% | +167.6% | -18.8% | +48.5% |
| All | +788.5% | +516.5% | +272.0% | +263.8% |
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