+288.2%
XLU vs CG
+323.7%
-35.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.6% |
| 7D | +0.6% | -6.4% | +7.1% | +1.6% |
| 30D | -0.4% | -7.1% | +6.6% | +0.5% |
| 3M | -1.7% | -1.6% | -0.2% | -1.8% |
| 6M | -7.1% | -8.3% | +1.2% | -6.4% |
| YTD | +1.9% | -23.8% | +25.7% | +5.2% |
| 1Y | +6.1% | -28.7% | +34.9% | +10.4% |
| 3Y | +48.8% | +49.2% | -0.4% | +34.2% |
| 5Y | +43.8% | +5.5% | +38.3% | +33.4% |
| 10Y | +143.2% | +331.2% | -188.1% | +85.5% |
| All | +288.2% | +323.7% | -35.5% | +189.3% |
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