+326.8%
XLE vs CMG
+3,820.0%
-3,493.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +5.4% | +2.5% | +3.0% | +4.8% |
| 30D | -3.9% | +15.6% | -19.5% | -7.2% |
| 3M | +7.0% | +8.2% | -1.2% | +4.5% |
| 6M | +14.2% | +9.9% | +4.3% | +10.2% |
| YTD | +48.2% | -4.6% | +52.8% | +46.6% |
| 1Y | +47.7% | +12.4% | +35.3% | +40.6% |
| 3Y | +70.0% | -18.0% | +88.0% | +68.9% |
| 5Y | +169.1% | -5.3% | +174.5% | +151.8% |
| 10Y | +180.7% | +344.2% | -163.5% | +71.1% |
| All | +326.8% | +3,820.0% | -3,493.2% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling