+37.8%
XLC vs CAG
-40.6%
+78.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | +0.6% | -5.3% | +5.9% | +1.2% |
| 30D | +0.2% | +1.0% | -0.8% | +0.1% |
| 3M | +0.6% | +17.4% | -16.7% | -1.2% |
| 6M | -4.5% | -16.8% | +12.3% | -3.1% |
| YTD | -4.7% | -6.8% | +2.1% | -4.6% |
| 1Y | -1.7% | -15.4% | +13.7% | -0.5% |
| 3Y | +72.3% | -37.1% | +109.4% | +79.4% |
| 5Y | +37.8% | -41.3% | +79.0% | +42.7% |
| All | +37.8% | -40.6% | +78.4% | +42.7% |
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