+80.9%
XLI vs CG
+5.5%
+75.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.3% |
| 7D | -0.6% | -6.4% | +5.9% | +1.4% |
| 30D | -6.9% | -7.1% | +0.1% | -5.1% |
| 3M | -1.9% | -1.6% | -0.3% | -1.9% |
| 6M | +1.0% | -8.3% | +9.4% | +2.8% |
| YTD | +11.3% | -23.8% | +35.1% | +19.2% |
| 1Y | +15.8% | -28.7% | +44.5% | +25.9% |
| 3Y | +69.8% | +49.2% | +20.7% | +41.8% |
| 5Y | +80.9% | +5.5% | +75.4% | +59.4% |
| All | +80.9% | +5.5% | +75.4% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling