+459.4%
XLV vs CG
+306.7%
+152.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -3.6% | -9.9% | +6.3% | -1.6% |
| 30D | -1.8% | -11.7% | +9.8% | +0.5% |
| 3M | +7.8% | -4.3% | +12.1% | +8.3% |
| 6M | +9.1% | -8.8% | +17.9% | +10.4% |
| YTD | +7.7% | -26.9% | +34.6% | +13.5% |
| 1Y | +20.4% | -35.4% | +55.8% | +29.7% |
| 3Y | +30.8% | +43.0% | -12.3% | +14.9% |
| 5Y | +34.6% | +1.9% | +32.7% | +23.5% |
| 10Y | +173.4% | +313.9% | -140.6% | +77.8% |
| All | +459.4% | +306.7% | +152.7% | +263.8% |
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 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