-18.0%
CMG vs XLC
+65.1%
-83.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.3% |
| 7D | +2.5% | +3.7% | -1.3% | +0.2% |
| 30D | +15.6% | -1.9% | +17.5% | +17.0% |
| 3M | +8.2% | -3.1% | +11.3% | +10.3% |
| 6M | +9.9% | -6.4% | +16.2% | +14.5% |
| YTD | -4.6% | -6.8% | +2.2% | -0.4% |
| 1Y | +12.4% | -1.7% | +14.1% | +12.9% |
| 3Y | -18.0% | +64.7% | -82.7% | -34.7% |
| All | -18.0% | +65.1% | -83.0% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling