+167.2%
XLE vs CG
+290.3%
-123.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.2% |
| 7D | -12.0% | -1.2% | -10.8% | -11.8% |
| 30D | -2.7% | +5.0% | -7.8% | -4.8% |
| 3M | +6.6% | -18.2% | +24.8% | +13.1% |
| 6M | +9.5% | -20.7% | +30.2% | +16.5% |
| YTD | +40.6% | -31.4% | +72.0% | +55.2% |
| 1Y | +43.6% | -22.3% | +65.8% | +50.9% |
| 3Y | +58.1% | +50.2% | +7.9% | +20.7% |
| 5Y | +152.2% | -22.1% | +174.2% | +142.3% |
| All | +167.2% | +290.3% | -123.1% | +36.7% |
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