+58.1%
XLE vs CAG
-34.1%
+92.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -12.0% | +5.8% | -17.8% | -12.4% |
| 30D | -2.7% | +16.4% | -19.1% | -4.1% |
| 3M | +6.6% | +3.8% | +2.8% | +6.1% |
| 6M | +9.5% | +10.8% | -1.3% | +8.2% |
| YTD | +40.6% | -5.8% | +46.4% | +41.3% |
| 1Y | +43.6% | -2.4% | +46.0% | +43.9% |
| 3Y | +58.1% | -33.4% | +91.5% | +60.3% |
| All | +58.1% | -34.1% | +92.2% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling