+498.5%
XLI vs CG
+278.1%
+220.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +0.4% |
| 7D | +4.3% | -1.5% | +5.8% | +4.7% |
| 30D | +0.5% | +5.7% | -5.2% | -1.5% |
| 3M | -8.6% | -17.9% | +9.3% | -3.3% |
| 6M | -2.3% | -20.2% | +17.9% | +4.0% |
| YTD | +10.1% | -32.0% | +42.1% | +22.2% |
| 1Y | +11.0% | -27.0% | +38.0% | +20.3% |
| 3Y | +72.3% | +42.8% | +29.5% | +44.7% |
| 5Y | +70.8% | -23.4% | +94.3% | +68.6% |
| 10Y | +228.7% | +278.2% | -49.4% | +96.9% |
| All | +498.5% | +278.1% | +220.5% | +251.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling