+68.4%
XLE vs CG
+44.9%
+23.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.2% |
| 7D | +4.4% | -1.5% | +5.9% | +4.6% |
| 30D | -4.3% | +5.7% | -10.0% | -5.4% |
| 3M | +6.0% | -17.9% | +23.9% | +9.3% |
| 6M | +13.2% | -20.2% | +33.4% | +17.1% |
| YTD | +46.7% | -32.0% | +78.7% | +56.3% |
| 1Y | +46.6% | -27.0% | +73.6% | +53.0% |
| All | +68.4% | +44.9% | +23.5% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling