+36.5%
XLB vs CG
+9.5%
+27.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | -0.2% | -1.3% | +1.0% | +0.1% |
| 30D | -1.7% | -3.2% | +1.4% | -1.0% |
| 3M | +4.4% | +6.2% | -1.9% | +2.0% |
| 6M | +5.0% | -4.7% | +9.7% | +5.6% |
| YTD | +15.5% | -20.6% | +36.1% | +22.0% |
| 1Y | +14.9% | -26.4% | +41.3% | +23.8% |
| 3Y | +34.5% | +55.4% | -20.9% | +8.7% |
| 5Y | +36.5% | +9.8% | +26.7% | +16.1% |
| All | +36.5% | +9.5% | +27.1% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling