+704.7%
XLI vs CMG
+3,903.3%
-3,198.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.9% |
| 7D | -0.6% | -6.5% | +5.9% | +0.9% |
| 30D | -6.9% | +12.1% | -19.0% | -9.4% |
| 3M | -1.9% | +20.6% | -22.5% | -6.9% |
| 6M | +1.0% | +2.1% | -1.1% | -0.6% |
| YTD | +11.3% | -2.6% | +14.0% | +10.5% |
| 1Y | +15.8% | -8.7% | +24.5% | +15.7% |
| 3Y | +69.8% | -7.4% | +77.2% | +66.0% |
| 5Y | +80.9% | -5.7% | +86.6% | +72.4% |
| 10Y | +257.2% | +322.3% | -65.1% | +127.1% |
| All | +704.7% | +3,903.3% | -3,198.7% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling