+29.5%
XLB vs CAG
-6.8%
+36.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.0% | -3.5% | +1.5% |
| 7D | +3.9% | +9.7% | -5.8% | +2.5% |
| 30D | +8.9% | +15.8% | -6.9% | +6.4% |
| 3M | +4.1% | +1.8% | +2.3% | +3.7% |
| 6M | +7.3% | +11.5% | -4.2% | +5.7% |
| YTD | +20.4% | -6.7% | +27.1% | +22.7% |
| 1Y | +29.5% | -5.6% | +35.2% | +31.0% |
| All | +29.5% | -6.8% | +36.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling