+321.2%
CMG vs XLB
+162.9%
+158.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.1% |
| 7D | -3.8% | -3.5% | -0.3% | -1.5% |
| 30D | +12.9% | -4.7% | +17.6% | +16.6% |
| 3M | +18.8% | +2.7% | +16.0% | +16.4% |
| 6M | +4.1% | +2.6% | +1.5% | +1.7% |
| YTD | -2.4% | +12.8% | -15.2% | -10.7% |
| 1Y | -6.7% | +14.0% | -20.6% | -15.0% |
| 3Y | -7.1% | +31.5% | -38.6% | -23.6% |
| 5Y | -5.0% | +33.4% | -38.4% | -22.7% |
| All | +321.2% | +162.9% | +158.3% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling