+68.5%
XLI vs CMG
-7.5%
+76.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -2.3% | -3.8% | +1.5% | -1.7% |
| 30D | -8.2% | +12.9% | -21.1% | -9.9% |
| 3M | +0.8% | +18.8% | -18.0% | -2.8% |
| 6M | +0.8% | +4.1% | -3.2% | -0.6% |
| YTD | +10.5% | -2.4% | +12.9% | +10.1% |
| 1Y | +14.1% | -6.7% | +20.8% | +13.9% |
| All | +68.5% | -7.5% | +76.1% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling