+181.3%
XLE vs CAG
-35.6%
+216.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +0.3% | -6.6% | +6.9% | +1.5% |
| 30D | +8.5% | +2.3% | +6.2% | +8.0% |
| 3M | +14.6% | +16.3% | -1.7% | +11.1% |
| 6M | +17.6% | -16.0% | +33.6% | +20.8% |
| YTD | +48.1% | -7.7% | +55.8% | +49.4% |
| 1Y | +53.8% | -16.0% | +69.8% | +57.7% |
| 3Y | +56.2% | -37.7% | +93.9% | +67.6% |
| 5Y | +227.7% | -41.2% | +268.9% | +253.3% |
| 10Y | +181.3% | -33.8% | +215.1% | +183.2% |
| All | +181.3% | -35.6% | +216.9% | +183.2% |
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