+4,100.0%
CMG vs XLB
+418.5%
+3,681.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -2.8% | -1.4% | -1.4% | -1.9% |
| 30D | +7.1% | -0.4% | +7.5% | +7.4% |
| 3M | +31.2% | +2.0% | +29.2% | +29.1% |
| 6M | +0.7% | +1.8% | -1.1% | -1.1% |
| YTD | -0.1% | +16.6% | -16.7% | -10.3% |
| 1Y | -10.7% | +16.9% | -27.7% | -19.8% |
| 3Y | -4.7% | +32.6% | -37.2% | -21.6% |
| 5Y | -3.8% | +35.6% | -39.4% | -22.2% |
| 10Y | +352.5% | +160.0% | +192.5% | +131.4% |
| All | +4,100.0% | +418.5% | +3,681.5% | +1,019.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling