+3,812.5%
CMG vs XLP
+566.4%
+3,246.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.5% | -1.7% |
| 7D | +8.0% | +0.7% | +7.2% | +7.4% |
| 30D | +11.9% | +10.3% | +1.6% | +3.5% |
| 3M | +2.1% | +6.5% | -4.4% | -2.9% |
| 6M | +5.2% | +8.4% | -3.2% | -1.7% |
| YTD | -6.9% | +18.2% | -25.1% | -19.4% |
| 1Y | +12.7% | +22.4% | -9.8% | -5.1% |
| 3Y | -16.8% | +41.9% | -58.7% | -38.5% |
| 5Y | -4.1% | +40.9% | -44.9% | -29.0% |
| 10Y | +364.7% | +128.4% | +236.4% | +116.4% |
| All | +3,812.5% | +566.4% | +3,246.1% | +546.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling