+631.5%
XLU vs CMI
+12,366.8%
-11,735.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | -3.3% | -12.4% | +9.1% | -0.8% |
| 3M | -3.2% | -14.8% | +11.6% | -0.4% |
| 6M | -7.0% | +0.8% | -7.8% | -8.0% |
| YTD | +0.6% | +10.2% | -9.6% | -2.6% |
| 1Y | +2.4% | +37.4% | -35.0% | -5.4% |
| 3Y | +46.3% | +153.3% | -107.0% | +17.9% |
| 5Y | +44.0% | +167.6% | -123.6% | +13.6% |
| 10Y | +140.1% | +514.4% | -374.3% | +56.8% |
| All | +631.5% | +12,366.8% | -11,735.3% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling