+227.9%
XLF vs CMG
+3,903.3%
-3,675.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.3% |
| 7D | -1.0% | -6.5% | +5.4% | +0.9% |
| 30D | -1.3% | +12.1% | -13.4% | -4.7% |
| 3M | +9.1% | +20.6% | -11.4% | +2.1% |
| 6M | +14.4% | +2.1% | +12.3% | +12.0% |
| YTD | +5.1% | -2.6% | +7.7% | +4.2% |
| 1Y | +8.6% | -8.7% | +17.3% | +8.6% |
| 3Y | +74.4% | -7.4% | +81.8% | +68.7% |
| 5Y | +64.4% | -5.7% | +70.0% | +53.8% |
| 10Y | +251.6% | +322.3% | -70.7% | +87.0% |
| All | +227.9% | +3,903.3% | -3,675.4% | -32.2% |
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