+37.8%
XLC vs CG
+9.5%
+28.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | +0.6% | -1.3% | +1.8% | +1.0% |
| 30D | +0.2% | -3.2% | +3.4% | +1.1% |
| 3M | +0.6% | +6.2% | -5.6% | -1.8% |
| 6M | -4.5% | -4.7% | +0.2% | -3.9% |
| YTD | -4.7% | -20.6% | +15.9% | +1.0% |
| 1Y | -1.7% | -26.4% | +24.7% | +6.4% |
| 3Y | +72.3% | +55.4% | +16.9% | +33.0% |
| 5Y | +37.8% | +9.8% | +27.9% | +17.0% |
| All | +37.8% | +9.5% | +28.3% | +17.0% |
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 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