+49.9%
XLE vs CMG
+12.0%
+37.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.8% | -10.6% | -4.4% |
| 7D | -7.2% | +22.5% | -29.7% | -6.4% |
| 30D | +0.1% | +14.1% | -14.0% | +0.8% |
| 3M | +9.2% | +4.1% | +5.1% | +9.5% |
| 6M | +8.4% | +10.1% | -1.7% | +9.9% |
| YTD | +44.9% | -4.9% | +49.8% | +48.5% |
| 1Y | +49.9% | +10.9% | +39.0% | +54.5% |
| All | +49.9% | +12.0% | +37.9% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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