+636.1%
XLV vs CMG
+3,922.2%
-3,286.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -2.1% | -1.5% | -3.3% |
| 30D | -1.8% | +10.9% | -12.7% | -3.4% |
| 3M | +7.8% | +15.8% | -8.1% | +4.9% |
| 6M | +9.1% | +6.9% | +2.2% | +7.3% |
| YTD | +7.7% | -2.2% | +9.9% | +7.2% |
| 1Y | +20.4% | -7.1% | +27.5% | +20.2% |
| 3Y | +30.8% | -7.1% | +37.9% | +28.6% |
| 5Y | +34.6% | -4.8% | +39.4% | +29.9% |
| 10Y | +173.4% | +324.3% | -151.0% | +103.9% |
| All | +636.1% | +3,922.2% | -3,286.1% | +284.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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