+604.5%
XYZ vs CMI
+501.9%
+102.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.1% |
| 7D | -3.7% | +0.7% | -4.4% | -4.2% |
| 30D | +0.5% | -12.3% | +12.8% | +8.6% |
| 3M | +16.3% | -16.8% | +33.1% | +27.6% |
| 6M | +21.1% | +1.5% | +19.6% | +15.0% |
| YTD | +22.0% | +9.8% | +12.2% | +8.9% |
| 1Y | +5.2% | +42.6% | -37.4% | -22.3% |
| 3Y | +49.6% | +151.0% | -101.4% | -24.9% |
| 5Y | -68.4% | +167.0% | -235.5% | -84.6% |
| 10Y | +604.5% | +512.2% | +92.4% | +126.0% |
| All | +604.5% | +501.9% | +102.7% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling