+46.6%
XLE vs CAG
-10.4%
+57.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.6% |
| 7D | +4.4% | -6.2% | +10.6% | +4.8% |
| 30D | -4.3% | +7.4% | -11.7% | -5.1% |
| 3M | +6.0% | -1.6% | +7.6% | +6.1% |
| 6M | +13.2% | +6.3% | +6.9% | +11.9% |
| YTD | +46.7% | -10.1% | +56.8% | +48.3% |
| 1Y | +46.6% | -10.2% | +56.9% | +48.6% |
| All | +46.6% | -10.4% | +57.0% | +48.6% |
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