+50.3%
XLE vs CMG
-8.2%
+58.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +0.5% | -3.8% | +4.3% | +0.4% |
| 30D | +6.6% | +12.9% | -6.3% | +6.9% |
| 3M | +12.3% | +18.8% | -6.5% | +12.9% |
| 6M | +18.4% | +4.1% | +14.3% | +19.6% |
| YTD | +47.2% | -2.4% | +49.6% | +49.6% |
| 1Y | +50.3% | -6.7% | +56.9% | +53.5% |
| All | +50.3% | -8.2% | +58.5% | +53.5% |
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