+35.5%
XLV vs CG
-2.7%
+38.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | -3.6% | -9.9% | +6.3% | -2.0% |
| 30D | -1.8% | -11.7% | +9.8% | 0.0% |
| 3M | +7.8% | -4.3% | +12.1% | +8.2% |
| 6M | +9.1% | -8.8% | +17.9% | +10.2% |
| YTD | +7.7% | -26.9% | +34.6% | +12.2% |
| 1Y | +20.4% | -35.4% | +55.8% | +27.7% |
| 3Y | +30.8% | +43.0% | -12.3% | +17.1% |
| All | +35.5% | -2.7% | +38.2% | +23.4% |
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