+10.9%
CMG vs XLB
+29.8%
-18.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.5% | +3.3% | +4.5% |
| 7D | +22.5% | +3.9% | +18.6% | +20.2% |
| 30D | +14.1% | +8.9% | +5.2% | +9.6% |
| 3M | +4.1% | +4.1% | -0.1% | +2.2% |
| 6M | +10.1% | +7.3% | +2.8% | +5.5% |
| YTD | -4.9% | +20.4% | -25.2% | -20.8% |
| 1Y | +10.9% | +29.5% | -18.6% | -17.1% |
| All | +10.9% | +29.8% | -18.9% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling