+477.4%
XLY vs CG
+313.7%
+163.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.4% |
| 7D | -3.9% | -9.8% | +5.9% | -0.4% |
| 30D | -6.1% | -10.3% | +4.2% | -2.7% |
| 3M | -1.2% | -1.7% | +0.5% | -1.1% |
| 6M | -1.8% | -9.8% | +8.0% | +0.9% |
| YTD | -5.9% | -25.6% | +19.7% | +2.7% |
| 1Y | -3.1% | -32.5% | +29.4% | +8.8% |
| 3Y | +36.0% | +45.6% | -9.7% | +12.5% |
| 5Y | +27.6% | +3.7% | +23.9% | +14.9% |
| 10Y | +216.8% | +321.1% | -104.3% | +89.6% |
| All | +477.4% | +313.7% | +163.7% | +239.3% |
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