+318.4%
XLE vs CMG
+4,006.7%
-3,688.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.5% |
| 7D | +2.2% | -2.8% | +5.0% | +2.8% |
| 30D | +11.8% | +7.1% | +4.6% | +10.0% |
| 3M | +9.8% | +31.2% | -21.3% | +2.6% |
| 6M | +15.6% | +0.7% | +14.9% | +13.9% |
| YTD | +45.3% | -0.1% | +45.4% | +43.1% |
| 1Y | +48.3% | -10.7% | +59.1% | +48.6% |
| 3Y | +55.4% | -4.7% | +60.1% | +49.7% |
| 5Y | +216.1% | -3.8% | +219.8% | +196.2% |
| 10Y | +178.4% | +352.5% | -174.1% | +69.5% |
| All | +318.4% | +4,006.7% | -3,688.3% | +25.3% |
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 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