+166.9%
XLE vs CG
-23.0%
+189.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.8% |
| 7D | +5.4% | +0.2% | +5.2% | +5.3% |
| 30D | -3.9% | +11.2% | -15.1% | -6.2% |
| 3M | +7.0% | -22.1% | +29.1% | +12.1% |
| 6M | +14.2% | -17.9% | +32.1% | +17.8% |
| YTD | +48.2% | -31.3% | +79.5% | +57.8% |
| 1Y | +47.7% | -24.0% | +71.7% | +53.2% |
| 3Y | +70.0% | +45.0% | +25.0% | +46.4% |
| All | +166.9% | -23.0% | +189.9% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling