+10.7%
CMG vs XLY
-0.8%
+11.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +3.1% |
| 7D | +13.2% | +1.2% | +11.9% | +12.0% |
| 30D | +14.6% | +5.3% | +9.3% | +10.5% |
| 3M | +2.6% | -0.6% | +3.2% | +2.8% |
| 6M | +9.6% | +0.1% | +9.5% | +9.3% |
| YTD | -4.3% | -0.9% | -3.5% | -3.5% |
| 1Y | +10.7% | -1.6% | +12.3% | +12.3% |
| All | +10.7% | -0.8% | +11.5% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling