-5.2%
CMG vs XLB
+34.4%
-39.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -1.8% |
| 7D | -6.5% | -2.9% | -3.5% | -4.4% |
| 30D | +12.1% | -3.4% | +15.5% | +14.9% |
| 3M | +20.6% | +1.6% | +19.0% | +18.9% |
| 6M | +2.1% | +3.6% | -1.5% | -1.3% |
| YTD | -2.6% | +14.2% | -16.9% | -12.8% |
| 1Y | -8.7% | +15.6% | -24.3% | -18.8% |
| 3Y | -7.4% | +33.1% | -40.5% | -26.8% |
| All | -5.2% | +34.4% | -39.7% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling