+14.3%
XLI vs CMG
-6.5%
+20.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -1.7% | -2.1% | +0.4% | -1.5% |
| 30D | -7.3% | +10.9% | -18.2% | -8.0% |
| 3M | -1.3% | +15.8% | -17.2% | -3.2% |
| 6M | +2.2% | +6.9% | -4.7% | +1.2% |
| YTD | +11.7% | -2.2% | +13.9% | +11.6% |
| 1Y | +14.3% | -7.1% | +21.3% | +14.4% |
| All | +14.3% | -6.5% | +20.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling