+170.7%
XLE vs CG
+345.5%
-174.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.8% |
| 7D | 0.0% | -1.3% | +1.3% | +0.4% |
| 30D | +12.6% | -3.2% | +15.8% | +13.5% |
| 3M | +11.8% | +6.2% | +5.6% | +8.4% |
| 6M | +16.1% | -4.7% | +20.7% | +15.9% |
| YTD | +46.9% | -20.6% | +67.5% | +55.2% |
| 1Y | +53.3% | -26.4% | +79.6% | +65.5% |
| 3Y | +54.9% | +55.4% | -0.5% | +18.1% |
| 5Y | +225.7% | +9.8% | +215.9% | +169.5% |
| 10Y | +170.7% | +341.4% | -170.7% | +30.6% |
| All | +170.7% | +345.5% | -174.9% | +30.6% |
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