+889.2%
XLV vs CMI
+12,366.8%
-11,477.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -3.6% | -0.7% | -2.8% | -3.4% |
| 30D | -1.8% | -12.4% | +10.6% | +0.9% |
| 3M | +7.8% | -14.8% | +22.6% | +10.9% |
| 6M | +9.1% | +0.8% | +8.3% | +7.7% |
| YTD | +7.7% | +10.2% | -2.5% | +3.9% |
| 1Y | +20.4% | +37.4% | -17.0% | +10.3% |
| 3Y | +30.8% | +153.3% | -122.5% | +3.4% |
| 5Y | +34.6% | +167.6% | -133.0% | +4.0% |
| 10Y | +173.4% | +514.4% | -341.0% | +73.2% |
| All | +889.2% | +12,366.8% | -11,477.5% | +179.9% |
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