+164.2%
XLB vs CG
+308.6%
-144.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.3% |
| 7D | +0.5% | +2.0% | -1.5% | -0.3% |
| 30D | +6.9% | +8.5% | -1.6% | +3.8% |
| 3M | -0.2% | -12.1% | +12.0% | +3.7% |
| 6M | +3.3% | -16.4% | +19.7% | +8.7% |
| YTD | +18.0% | -28.0% | +46.0% | +29.2% |
| 1Y | +24.2% | -18.9% | +43.1% | +30.3% |
| 3Y | +44.7% | +51.2% | -6.5% | +15.2% |
| 5Y | +31.6% | -15.9% | +47.4% | +24.7% |
| 10Y | +164.2% | +305.9% | -141.7% | +49.4% |
| All | +164.2% | +308.6% | -144.4% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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