+203.2%
XLE vs CG
+351.2%
-148.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.3% |
| 7D | +2.2% | -4.3% | +6.5% | +3.6% |
| 30D | +11.8% | -5.1% | +16.9% | +13.4% |
| 3M | +9.8% | +8.7% | +1.2% | +5.8% |
| 6M | +15.6% | -9.2% | +24.8% | +17.4% |
| YTD | +45.3% | -18.9% | +64.1% | +52.1% |
| 1Y | +48.3% | -25.6% | +73.9% | +59.3% |
| 3Y | +55.4% | +57.3% | -1.8% | +20.3% |
| 5Y | +216.1% | +10.2% | +205.9% | +165.0% |
| 10Y | +178.4% | +364.2% | -185.8% | +32.2% |
| All | +203.2% | +351.2% | -148.0% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling