+139.9%
XLC vs CAG
-43.2%
+183.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -1.4% | -6.6% | +5.2% | -0.5% |
| 30D | -0.9% | +2.3% | -3.2% | -1.2% |
| 3M | -0.3% | +16.3% | -16.6% | -2.5% |
| 6M | -5.2% | -16.0% | +10.9% | -3.2% |
| YTD | -5.3% | -7.7% | +2.4% | -4.8% |
| 1Y | -2.8% | -16.0% | +13.2% | -1.0% |
| 3Y | +71.2% | -37.7% | +108.9% | +80.7% |
| 5Y | +37.6% | -41.2% | +78.8% | +45.8% |
| All | +139.9% | -43.2% | +183.1% | +137.8% |
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