+64.3%
XLF vs CMG
-4.8%
+69.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -2.1% | +0.6% | -1.0% |
| 30D | -1.2% | +10.9% | -12.1% | -3.4% |
| 3M | +9.2% | +15.8% | -6.7% | +4.7% |
| 6M | +16.3% | +6.9% | +9.4% | +13.4% |
| YTD | +5.4% | -2.2% | +7.6% | +4.8% |
| 1Y | +7.6% | -7.1% | +14.7% | +7.4% |
| 3Y | +74.2% | -7.1% | +81.3% | +67.4% |
| All | +64.3% | -4.8% | +69.0% | +48.7% |
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