+250.2%
XLI vs CG
+321.9%
-71.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | +0.1% |
| 7D | -2.3% | -9.8% | +7.5% | +1.2% |
| 30D | -8.2% | -10.3% | +2.1% | -4.9% |
| 3M | +0.8% | -1.7% | +2.4% | +0.8% |
| 6M | +0.8% | -9.8% | +10.7% | +3.5% |
| YTD | +10.5% | -25.6% | +36.1% | +20.4% |
| 1Y | +14.1% | -32.5% | +46.6% | +28.0% |
| 3Y | +68.6% | +45.6% | +22.9% | +37.4% |
| 5Y | +80.4% | +3.7% | +76.7% | +58.7% |
| All | +250.2% | +321.9% | -71.7% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling