+40.4%
XLB vs CG
+47.3%
-7.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | -1.5% | -1.2% | -0.3% | -1.2% |
| 30D | +6.1% | +5.0% | +1.0% | +4.7% |
| 3M | 0.0% | -18.2% | +18.2% | +4.9% |
| 6M | 0.0% | -20.7% | +20.7% | +5.3% |
| YTD | +16.0% | -31.4% | +47.4% | +26.1% |
| 1Y | +24.7% | -22.3% | +47.0% | +30.8% |
| 3Y | +40.4% | +50.2% | -9.8% | +19.5% |
| All | +40.4% | +47.3% | -7.0% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling