+820.5%
XLB vs CAG
+85.6%
+735.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.4% | -3.8% | +2.4% | -0.3% |
| 30D | -0.4% | +3.1% | -3.5% | -1.3% |
| 3M | +2.0% | +23.5% | -21.5% | -4.4% |
| 6M | +1.8% | -14.8% | +16.7% | +5.8% |
| YTD | +16.6% | -5.4% | +22.0% | +17.2% |
| 1Y | +16.9% | -11.8% | +28.7% | +19.7% |
| 3Y | +32.6% | -36.7% | +69.2% | +47.3% |
| 5Y | +35.6% | -40.3% | +75.9% | +52.0% |
| 10Y | +160.0% | -37.0% | +197.0% | +171.1% |
| All | +820.5% | +85.6% | +735.0% | +512.9% |
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