-68.6%
XYZ vs CMI
+170.2%
-238.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.3% |
| 7D | +2.9% | +1.9% | +1.0% | +1.4% |
| 30D | +1.4% | -12.5% | +13.9% | +11.0% |
| 3M | +14.6% | -16.2% | +30.8% | +26.5% |
| 6M | +20.8% | +4.9% | +15.9% | +9.0% |
| YTD | +23.1% | +11.1% | +11.9% | +4.0% |
| 1Y | +5.6% | +43.4% | -37.7% | -30.0% |
| 3Y | +50.9% | +154.1% | -103.2% | -44.1% |
| 5Y | -68.6% | +169.5% | -238.0% | -89.9% |
| All | -68.6% | +170.2% | -238.7% | -89.9% |
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 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