+44.0%
XLP vs CMI
+126.3%
-82.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.8% |
| 7D | +0.1% | -6.8% | +6.9% | +0.2% |
| 30D | +8.9% | -10.9% | +19.8% | +9.2% |
| 3M | +7.5% | -27.3% | +34.8% | +8.5% |
| 6M | +9.4% | -30.9% | +40.3% | +10.5% |
| YTD | +19.3% | -7.7% | +26.9% | +17.0% |
| 1Y | +21.7% | 0.0% | +21.7% | +18.5% |
| 3Y | +44.0% | +130.1% | -86.1% | +21.1% |
| All | +44.0% | +126.3% | -82.3% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling