+34.1%
XLP vs CMI
+164.2%
-130.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.1% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -0.9% | -13.4% | +12.6% | +0.7% |
| 3M | +3.8% | -17.0% | +20.8% | +5.6% |
| 6M | -1.7% | -1.6% | -0.1% | -2.9% |
| YTD | +10.3% | +11.0% | -0.7% | +6.6% |
| 1Y | +7.8% | +41.9% | -34.1% | -0.4% |
| 3Y | +27.2% | +151.8% | -124.6% | +2.3% |
| All | +34.1% | +164.2% | -130.1% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling