+124.6%
XLP vs CG
+290.3%
-165.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +0.7% | -1.2% | +1.9% | +0.9% |
| 30D | +10.3% | +5.0% | +5.2% | +9.5% |
| 3M | +6.5% | -18.2% | +24.7% | +9.3% |
| 6M | +8.4% | -20.7% | +29.1% | +11.4% |
| YTD | +18.2% | -31.4% | +49.6% | +23.4% |
| 1Y | +22.4% | -22.3% | +44.7% | +25.4% |
| 3Y | +41.9% | +50.2% | -8.3% | +26.6% |
| 5Y | +40.9% | -22.1% | +62.9% | +37.3% |
| All | +124.6% | +290.3% | -165.7% | +72.9% |
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