+835.0%
XLB vs CAG
+79.8%
+755.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.0% |
| 7D | -1.6% | -1.8% | +0.1% | -1.2% |
| 30D | +7.2% | +9.7% | -2.4% | +4.2% |
| 3M | 0.0% | +0.5% | -0.4% | -0.5% |
| 6M | +2.3% | +8.9% | -6.6% | -1.0% |
| YTD | +18.4% | -8.4% | +26.8% | +19.8% |
| 1Y | +23.3% | -8.3% | +31.6% | +24.7% |
| 3Y | +45.2% | -36.1% | +81.3% | +60.5% |
| 5Y | +31.0% | -40.1% | +71.1% | +46.2% |
| 10Y | +168.8% | -36.9% | +205.7% | +179.8% |
| All | +835.0% | +79.8% | +755.1% | +526.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling