+285.0%
XLB vs CG
+281.3%
+3.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -1.5% | -1.2% | -0.3% | -1.2% |
| 30D | +6.1% | +5.0% | +1.0% | +4.3% |
| 3M | 0.0% | -18.2% | +18.2% | +6.1% |
| 6M | 0.0% | -20.7% | +20.7% | +6.6% |
| YTD | +16.0% | -31.4% | +47.4% | +28.4% |
| 1Y | +24.7% | -22.3% | +47.0% | +32.3% |
| 3Y | +40.4% | +50.2% | -9.8% | +14.8% |
| 5Y | +30.7% | -22.1% | +52.7% | +27.5% |
| 10Y | +173.3% | +295.5% | -122.3% | +57.9% |
| All | +285.0% | +281.3% | +3.6% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling