+225.7%
XLE vs CMG
-3.5%
+229.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | 0.0% | -1.5% | +1.5% | +0.1% |
| 30D | +12.6% | +12.7% | -0.1% | +11.4% |
| 3M | +11.8% | +26.3% | -14.4% | +8.9% |
| 6M | +16.1% | +4.5% | +11.6% | +15.2% |
| YTD | +46.9% | -0.1% | +47.0% | +46.5% |
| 1Y | +53.3% | -6.8% | +60.0% | +53.7% |
| 3Y | +54.9% | -5.0% | +59.9% | +52.5% |
| 5Y | +225.7% | -3.0% | +228.7% | +212.1% |
| All | +225.7% | -3.5% | +229.1% | +212.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling