+49.9%
XLE vs CAG
-6.8%
+56.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.0% | -10.7% | -5.2% |
| 7D | -7.2% | +9.7% | -16.9% | -8.0% |
| 30D | +0.1% | +15.8% | -15.7% | -1.4% |
| 3M | +9.2% | +1.8% | +7.4% | +9.0% |
| 6M | +8.4% | +11.5% | -3.1% | +6.6% |
| YTD | +44.9% | -6.7% | +51.6% | +46.4% |
| 1Y | +49.9% | -5.6% | +55.5% | +51.3% |
| All | +49.9% | -6.8% | +56.7% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling