+533.2%
XYZ vs CMI
+656.2%
-123.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.4% |
| 7D | -1.0% | -0.7% | -0.2% | -0.6% |
| 30D | -1.7% | -13.4% | +11.7% | +6.9% |
| 3M | +16.7% | -17.0% | +33.7% | +28.1% |
| 6M | +26.9% | -1.6% | +28.5% | +23.1% |
| YTD | +27.1% | +11.0% | +16.2% | +13.4% |
| 1Y | +9.3% | +41.9% | -32.7% | -17.9% |
| 3Y | +42.3% | +151.8% | -109.5% | -26.6% |
| 5Y | -69.3% | +163.6% | -232.9% | -84.5% |
| 10Y | +586.8% | +472.9% | +113.9% | +119.8% |
| All | +533.2% | +656.2% | -123.0% | +77.3% |
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