+41.0%
XLE vs CG
-18.0%
+59.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.1% | +1.0% |
| 7D | -7.9% | +3.0% | -10.9% | -7.6% |
| 30D | -4.8% | +10.1% | -14.9% | -4.0% |
| 3M | +8.4% | -10.8% | +19.2% | +7.8% |
| 6M | +12.7% | -15.2% | +27.9% | +12.4% |
| YTD | +41.3% | -26.9% | +68.2% | +41.1% |
| All | +41.0% | -18.0% | +59.0% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling