+30.9%
XLB vs CAG
-38.8%
+69.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.4% | +4.6% | -5.9% | -2.3% |
| 30D | +7.1% | +14.7% | -7.6% | +4.0% |
| 3M | +0.6% | +2.4% | -1.8% | -0.1% |
| 6M | +3.5% | +10.7% | -7.2% | +0.9% |
| YTD | +18.2% | -5.5% | +23.8% | +19.0% |
| 1Y | +25.6% | -4.6% | +30.2% | +26.1% |
| 3Y | +46.7% | -34.4% | +81.1% | +57.9% |
| 5Y | +30.9% | -39.2% | +70.1% | +43.3% |
| All | +30.9% | -38.8% | +69.7% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling