+4,013.6%
CMG vs XLU
+426.1%
+3,587.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.1% | -1.6% | -0.5% | -1.3% |
| 30D | +10.9% | -3.3% | +14.2% | +12.5% |
| 3M | +15.8% | -3.2% | +19.0% | +17.3% |
| 6M | +6.9% | -7.0% | +13.9% | +10.0% |
| YTD | -2.2% | +0.6% | -2.8% | -3.1% |
| 1Y | -7.1% | +2.4% | -9.5% | -8.8% |
| 3Y | -7.1% | +46.3% | -53.4% | -24.0% |
| 5Y | -4.8% | +44.0% | -48.8% | -22.2% |
| 10Y | +324.3% | +140.1% | +184.3% | +153.9% |
| All | +4,013.6% | +426.1% | +3,587.6% | +1,331.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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