-4.1%
CMG vs XLP
+44.5%
-48.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.7% |
| 7D | +2.5% | +2.5% | -0.1% | +0.7% |
| 30D | +15.6% | +7.3% | +8.3% | +10.3% |
| 3M | +8.2% | +8.1% | +0.1% | +2.7% |
| 6M | +9.9% | +10.5% | -0.6% | +2.4% |
| YTD | -4.6% | +21.2% | -25.8% | -17.3% |
| 1Y | +12.4% | +22.7% | -10.3% | -3.3% |
| 3Y | -18.0% | +44.8% | -62.8% | -38.1% |
| All | -4.1% | +44.5% | -48.6% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling