+1,106.7%
XLY vs CMI
+12,366.8%
-11,260.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.5% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -4.2% | -12.4% | +8.2% | +0.2% |
| 3M | -2.7% | -14.8% | +12.1% | +2.1% |
| 6M | -0.6% | +0.8% | -1.4% | -2.4% |
| YTD | -5.0% | +10.2% | -15.2% | -10.0% |
| 1Y | -4.1% | +37.4% | -41.5% | -16.3% |
| 3Y | +33.6% | +153.3% | -119.7% | -6.8% |
| 5Y | +28.7% | +167.6% | -138.9% | -12.5% |
| 10Y | +219.6% | +514.4% | -294.7% | +59.6% |
| All | +1,106.7% | +12,366.8% | -11,260.0% | +79.6% |
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 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