+529.4%
XYZ vs CMI
+514.2%
+15.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.1% |
| 7D | -2.1% | +1.5% | -3.6% | -2.9% |
| 30D | +7.0% | -14.0% | +21.0% | +15.9% |
| 3M | +5.1% | -28.3% | +33.4% | +26.4% |
| 6M | +14.1% | -34.9% | +49.0% | +42.5% |
| YTD | +26.4% | -9.9% | +36.2% | +26.1% |
| 1Y | +25.1% | -3.6% | +28.7% | +19.3% |
| 3Y | +59.7% | +120.9% | -61.2% | -12.2% |
| 5Y | -63.8% | +116.1% | -179.9% | -79.5% |
| 10Y | +592.4% | +328.5% | +263.9% | +156.4% |
| All | +529.4% | +514.2% | +15.2% | +97.2% |
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