+148.7%
XLK vs CMG
-4.8%
+153.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.2% | -2.1% | +2.3% | +0.9% |
| 30D | -0.6% | +10.9% | -11.5% | -4.2% |
| 3M | +2.6% | +15.8% | -13.3% | -4.1% |
| 6M | +34.0% | +6.9% | +27.0% | +28.2% |
| YTD | +30.7% | -2.2% | +32.8% | +28.9% |
| 1Y | +39.2% | -7.1% | +46.3% | +38.0% |
| 3Y | +120.4% | -7.1% | +127.5% | +103.1% |
| All | +148.7% | -4.8% | +153.5% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling