+136.0%
XLC vs CAG
-44.0%
+180.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.9% |
| 7D | +3.7% | -3.3% | +7.1% | +4.2% |
| 30D | -1.9% | +7.7% | -9.6% | -3.0% |
| 3M | -3.1% | -3.2% | +0.1% | -2.9% |
| 6M | -6.4% | +7.0% | -13.3% | -7.6% |
| YTD | -6.8% | -9.0% | +2.1% | -6.3% |
| 1Y | -1.7% | -9.6% | +7.9% | -1.1% |
| 3Y | +64.7% | -36.0% | +100.7% | +72.8% |
| 5Y | +41.1% | -40.9% | +81.9% | +49.2% |
| All | +136.0% | -44.0% | +180.0% | +134.1% |
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 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