+72.4%
XLI vs CG
+56.8%
+15.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | +1.0% | -1.3% | +2.2% | +1.3% |
| 30D | -5.8% | -3.2% | -2.6% | -5.1% |
| 3M | +0.7% | +6.2% | -5.5% | -1.4% |
| 6M | +3.2% | -4.7% | +7.8% | +3.8% |
| YTD | +13.0% | -20.6% | +33.7% | +19.3% |
| 1Y | +16.8% | -26.4% | +43.2% | +25.6% |
| 3Y | +72.4% | +55.4% | +17.0% | +43.0% |
| All | +72.4% | +56.8% | +15.6% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling