-37.7%
CAG vs XHB
+215.4%
-253.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | -5.7% | -4.6% | -1.0% | -4.7% |
| 30D | -2.4% | -9.1% | +6.7% | -0.4% |
| 3M | +9.8% | -8.6% | +18.3% | +11.7% |
| 6M | -10.8% | -4.0% | -6.8% | -10.5% |
| YTD | -10.8% | -3.9% | -6.9% | -10.5% |
| 1Y | -19.0% | -16.5% | -2.5% | -16.3% |
| 3Y | -39.7% | +22.6% | -62.3% | -43.3% |
| 5Y | -43.0% | +33.9% | -76.9% | -48.4% |
| All | -37.7% | +215.4% | -253.1% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling