+42.8%
XLP vs CG
-16.4%
+59.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.7% | +0.3% |
| 7D | +0.1% | +3.0% | -3.0% | -0.3% |
| 30D | +8.9% | +10.1% | -1.2% | +7.9% |
| 3M | +7.5% | -10.8% | +18.3% | +8.5% |
| 6M | +9.4% | -15.2% | +24.7% | +10.9% |
| YTD | +19.3% | -26.9% | +46.2% | +22.3% |
| 1Y | +21.7% | -17.0% | +38.8% | +23.0% |
| 3Y | +44.0% | +54.6% | -10.7% | +30.1% |
| 5Y | +42.8% | -16.7% | +59.5% | +34.8% |
| All | +42.8% | -16.4% | +59.2% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling