+555.9%
XYZ vs CMI
+524.8%
+31.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -1.0% |
| 7D | -2.2% | -1.8% | -0.4% | -1.1% |
| 30D | +11.6% | -12.2% | +23.8% | +19.4% |
| 3M | +8.4% | -26.5% | +34.9% | +28.5% |
| 6M | +17.2% | -33.6% | +50.8% | +44.7% |
| YTD | +31.7% | -8.3% | +40.0% | +30.1% |
| 1Y | +30.1% | -1.3% | +31.3% | +22.2% |
| 3Y | +66.4% | +124.8% | -58.3% | -9.5% |
| 5Y | -62.2% | +119.9% | -182.0% | -78.8% |
| 10Y | +621.5% | +335.9% | +285.7% | +164.5% |
| All | +555.9% | +524.8% | +31.1% | +103.4% |
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