+163.9%
XLE vs CG
+320.1%
-156.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.1% | -1.7% |
| 7D | -7.9% | +3.0% | -10.9% | -9.0% |
| 30D | -4.8% | +10.1% | -14.9% | -8.3% |
| 3M | +8.4% | -10.8% | +19.2% | +11.6% |
| 6M | +12.7% | -15.2% | +27.9% | +17.1% |
| YTD | +41.3% | -26.9% | +68.2% | +52.6% |
| 1Y | +42.3% | -17.0% | +59.3% | +46.2% |
| 3Y | +65.1% | +54.6% | +10.4% | +25.0% |
| 5Y | +150.2% | -16.7% | +166.9% | +135.0% |
| 10Y | +163.9% | +320.1% | -156.2% | +30.2% |
| All | +163.9% | +320.1% | -156.2% | +30.2% |
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