+383.6%
CMG vs XLP
+130.4%
+253.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.2% |
| 7D | +8.6% | +0.1% | +8.5% | +8.6% |
| 30D | +13.1% | +8.9% | +4.2% | +7.3% |
| 3M | +9.0% | +7.5% | +1.5% | +4.3% |
| 6M | +10.0% | +9.4% | +0.6% | +3.8% |
| YTD | -3.4% | +19.3% | -22.7% | -14.0% |
| 1Y | +16.8% | +21.7% | -4.9% | +2.7% |
| 3Y | -14.7% | +44.0% | -58.7% | -32.8% |
| 5Y | -1.5% | +42.8% | -44.3% | -21.9% |
| 10Y | +383.6% | +128.8% | +254.8% | +236.8% |
| All | +383.6% | +130.4% | +253.2% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling