+9.1%
XLF vs CMG
-11.4%
+20.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | 0.0% | -2.8% | +2.8% | +0.3% |
| 30D | +0.2% | +7.1% | -7.0% | -0.7% |
| 3M | +11.7% | +31.2% | -19.4% | +6.6% |
| 6M | +13.8% | +0.7% | +13.1% | +13.1% |
| YTD | +7.0% | -0.1% | +7.1% | +6.5% |
| 1Y | +9.1% | -10.7% | +19.9% | +8.6% |
| All | +9.1% | -11.4% | +20.6% | +8.6% |
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