+158.8%
XLB vs CAG
-35.7%
+194.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.7% |
| 7D | -3.5% | -5.9% | +2.4% | -2.3% |
| 30D | -4.7% | -1.5% | -3.1% | -4.4% |
| 3M | +2.7% | +11.5% | -8.7% | +0.3% |
| 6M | +2.6% | -15.7% | +18.3% | +5.8% |
| YTD | +12.8% | -10.2% | +23.1% | +14.7% |
| 1Y | +14.0% | -18.1% | +32.0% | +17.9% |
| 3Y | +31.5% | -39.4% | +70.9% | +43.4% |
| 5Y | +33.4% | -42.6% | +76.0% | +46.7% |
| All | +158.8% | -35.7% | +194.6% | +173.0% |
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 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