+323.6%
CMG vs XLP
+102.6%
+221.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -1.5% | -1.4% | 0.0% | -0.6% |
| 30D | +12.7% | -1.3% | +14.0% | +13.6% |
| 3M | +26.3% | +1.8% | +24.4% | +24.4% |
| 6M | +4.5% | -0.8% | +5.3% | +4.8% |
| YTD | -0.1% | +9.5% | -9.6% | -6.3% |
| 1Y | -6.8% | +7.2% | -14.0% | -11.4% |
| 3Y | -5.0% | +27.1% | -32.1% | -19.2% |
| 5Y | -3.0% | +32.0% | -35.1% | -19.3% |
| 10Y | +323.6% | +102.9% | +220.7% | +195.5% |
| All | +323.6% | +102.6% | +221.0% | +195.5% |
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