-39.3%
CAG vs XHB
+21.1%
-60.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.2% |
| 7D | -5.9% | -5.2% | -0.6% | -4.8% |
| 30D | -1.5% | -12.1% | +10.6% | +1.2% |
| 3M | +11.5% | -6.2% | +17.7% | +12.8% |
| 6M | -15.7% | -6.7% | -9.0% | -14.8% |
| YTD | -10.2% | -5.5% | -4.8% | -9.6% |
| 1Y | -18.1% | -15.6% | -2.4% | -15.7% |
| All | -39.3% | +21.1% | -60.4% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling