+139.9%
XLC vs CG
+167.5%
-27.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.7% |
| 7D | -1.4% | -6.4% | +5.0% | +0.8% |
| 30D | -0.9% | -7.1% | +6.2% | +1.4% |
| 3M | -0.3% | -1.6% | +1.3% | -0.4% |
| 6M | -5.2% | -8.3% | +3.2% | -3.3% |
| YTD | -5.3% | -23.8% | +18.5% | +2.1% |
| 1Y | -2.8% | -28.7% | +25.9% | +6.7% |
| 3Y | +71.2% | +49.2% | +22.0% | +35.1% |
| 5Y | +37.6% | +5.5% | +32.1% | +19.2% |
| All | +139.9% | +167.5% | -27.6% | +35.8% |
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