+95.5%
CAG vs XHB
+167.3%
-71.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | -5.3% | +0.2% | -5.5% | -5.3% |
| 30D | +1.0% | -9.1% | +10.1% | +3.1% |
| 3M | +17.4% | -2.3% | +19.7% | +17.7% |
| 6M | -16.8% | -4.1% | -12.7% | -16.4% |
| YTD | -6.8% | -1.7% | -5.1% | -6.9% |
| 1Y | -15.4% | -15.1% | -0.3% | -12.9% |
| 3Y | -37.1% | +26.8% | -63.9% | -41.3% |
| 5Y | -41.3% | +37.3% | -78.6% | -47.1% |
| 10Y | -35.5% | +205.7% | -241.1% | -52.5% |
| All | +95.5% | +167.3% | -71.8% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling