+70.0%
XLE vs CMG
-16.8%
+86.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +5.4% | +2.5% | +3.0% | +5.3% |
| 30D | -3.9% | +15.6% | -19.5% | -4.7% |
| 3M | +7.0% | +8.2% | -1.2% | +6.5% |
| 6M | +14.2% | +9.9% | +4.3% | +13.3% |
| YTD | +48.2% | -4.6% | +52.8% | +48.8% |
| 1Y | +47.7% | +12.4% | +35.3% | +45.7% |
| 3Y | +70.0% | -18.0% | +88.0% | +78.3% |
| All | +70.0% | -16.8% | +86.8% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling