+163.9%
XLE vs CAG
-38.9%
+202.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -6.7% | +6.6% | -13.3% | -7.8% |
| 30D | -4.4% | +13.9% | -18.3% | -6.8% |
| 3M | +4.0% | +4.0% | 0.0% | +2.9% |
| 6M | +13.2% | +10.0% | +3.2% | +10.5% |
| YTD | +41.9% | -6.1% | +48.0% | +42.4% |
| 1Y | +41.6% | -4.3% | +45.9% | +41.6% |
| 3Y | +64.0% | -34.6% | +98.5% | +74.2% |
| 5Y | +158.1% | -39.4% | +197.5% | +176.4% |
| 10Y | +163.9% | -34.2% | +198.1% | +193.4% |
| All | +163.9% | -38.9% | +202.8% | +193.4% |
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