+293.8%
CMG vs XLC
+142.6%
+151.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -1.5% | +0.6% | -2.0% | -1.9% |
| 30D | +12.7% | +0.2% | +12.5% | +12.4% |
| 3M | +26.3% | +0.6% | +25.6% | +24.9% |
| 6M | +4.5% | -4.5% | +9.0% | +7.7% |
| YTD | -0.1% | -4.7% | +4.6% | +3.0% |
| 1Y | -6.8% | -1.7% | -5.1% | -6.0% |
| 3Y | -5.0% | +72.3% | -77.3% | -38.7% |
| 5Y | -3.0% | +37.8% | -40.8% | -26.3% |
| All | +293.8% | +142.6% | +151.2% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling