+496.2%
XLI vs CG
+282.0%
+214.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +3.8% | +0.2% | +3.6% | +3.6% |
| 30D | +1.0% | +11.2% | -10.1% | -2.5% |
| 3M | -8.9% | -22.1% | +13.2% | -1.9% |
| 6M | -2.3% | -17.9% | +15.6% | +3.1% |
| YTD | +9.7% | -31.3% | +41.0% | +21.3% |
| 1Y | +12.3% | -24.0% | +36.3% | +20.1% |
| 3Y | +71.5% | +45.0% | +26.5% | +43.3% |
| 5Y | +70.2% | -22.6% | +92.8% | +67.4% |
| 10Y | +227.5% | +282.1% | -54.7% | +95.5% |
| All | +496.2% | +282.0% | +214.2% | +248.5% |
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