+164.2%
XLB vs CAG
-37.3%
+201.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +0.5% | -3.3% | +3.9% | +1.2% |
| 30D | +5.2% | +7.7% | -2.5% | +3.4% |
| 3M | +0.3% | -3.2% | +3.5% | +0.7% |
| 6M | +1.2% | +7.0% | -5.8% | -0.8% |
| YTD | +16.6% | -9.0% | +25.6% | +18.0% |
| 1Y | +21.4% | -9.6% | +31.0% | +23.0% |
| 3Y | +43.2% | -36.0% | +79.2% | +54.5% |
| 5Y | +28.0% | -40.9% | +68.9% | +40.0% |
| All | +164.2% | -37.3% | +201.4% | +181.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling