+33.6%
XLY vs CG
+42.2%
-8.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | -1.7% | -9.9% | +8.2% | +1.7% |
| 30D | -4.2% | -11.7% | +7.5% | -0.3% |
| 3M | -2.7% | -4.3% | +1.6% | -1.8% |
| 6M | -0.6% | -8.8% | +8.1% | +1.6% |
| YTD | -5.0% | -26.9% | +21.8% | +4.2% |
| 1Y | -4.1% | -35.4% | +31.3% | +9.6% |
| 3Y | +33.6% | +43.0% | -9.4% | +6.5% |
| All | +33.6% | +42.2% | -8.6% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling