+291.5%
XLP vs CG
+283.8%
+7.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.8% | +0.1% |
| 7D | +3.5% | -1.5% | +5.0% | +3.7% |
| 30D | +11.6% | +2.8% | +8.8% | +11.1% |
| 3M | +7.6% | -19.2% | +26.9% | +10.6% |
| 6M | +10.0% | -21.0% | +31.0% | +13.1% |
| YTD | +19.7% | -31.0% | +50.7% | +24.8% |
| 1Y | +23.5% | -21.1% | +44.5% | +26.2% |
| 3Y | +44.0% | +48.8% | -4.8% | +29.9% |
| 5Y | +42.7% | -21.5% | +64.2% | +39.0% |
| 10Y | +131.3% | +298.1% | -166.8% | +72.4% |
| All | +291.5% | +283.8% | +7.7% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling