+106.2%
XLP vs CMI
+501.9%
-395.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.9% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -2.2% | -12.3% | +10.0% | +0.2% |
| 3M | -0.6% | -16.8% | +16.2% | +2.4% |
| 6M | -2.2% | +1.5% | -3.7% | -4.1% |
| YTD | +8.3% | +9.8% | -1.5% | +3.8% |
| 1Y | +5.7% | +42.6% | -36.9% | -5.1% |
| 3Y | +25.7% | +151.0% | -125.3% | -4.5% |
| 5Y | +31.3% | +167.0% | -135.7% | -3.4% |
| 10Y | +106.2% | +512.2% | -406.0% | +18.6% |
| All | +106.2% | +501.9% | -395.7% | +18.6% |
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