+139.5%
XLP vs CG
+278.5%
-138.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +7.3% | +11.2% | -3.9% | +5.7% |
| 3M | +8.1% | -22.1% | +30.2% | +11.6% |
| 6M | +10.5% | -17.9% | +28.4% | +13.0% |
| YTD | +21.2% | -31.3% | +52.5% | +26.5% |
| 1Y | +22.7% | -24.0% | +46.7% | +26.1% |
| 3Y | +44.8% | +45.0% | -0.2% | +29.9% |
| 5Y | +44.7% | -22.6% | +67.4% | +41.2% |
| All | +139.5% | +278.5% | -138.9% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling