+134.0%
XLC vs CG
+152.9%
-18.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.9% |
| 7D | +6.2% | +2.0% | +4.3% | +5.4% |
| 30D | -2.4% | +8.5% | -10.9% | -5.4% |
| 3M | -3.3% | -12.1% | +8.8% | +0.4% |
| 6M | -7.3% | -16.4% | +9.1% | -2.5% |
| YTD | -7.6% | -28.0% | +20.3% | +1.1% |
| 1Y | -3.7% | -18.9% | +15.2% | +0.8% |
| 3Y | +62.9% | +51.2% | +11.7% | +27.3% |
| 5Y | +41.6% | -15.9% | +57.5% | +33.1% |
| All | +134.0% | +152.9% | -18.9% | +34.5% |
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 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