-5.5%
XLC vs CAG
+7.1%
-12.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +1.1% |
| 7D | +3.5% | -1.8% | +5.2% | +3.7% |
| 30D | -2.6% | +9.7% | -12.2% | -4.1% |
| 3M | -2.1% | +0.5% | -2.6% | -2.4% |
| 6M | -5.5% | +8.9% | -14.4% | -7.8% |
| All | -5.5% | +7.1% | -12.6% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling