-7.1%
CMG vs XLC
-0.7%
-6.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | +10.9% | +2.1% | +8.8% | +9.6% |
| 3M | +15.8% | +0.7% | +15.2% | +15.6% |
| 6M | +6.9% | -3.2% | +10.1% | +10.9% |
| YTD | -2.2% | -3.8% | +1.6% | +2.0% |
| 1Y | -7.1% | -2.0% | -5.1% | -5.2% |
| All | -7.1% | -0.7% | -6.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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