+988.3%
XLE vs CAG
+84.8%
+903.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -12.0% | +5.8% | -17.8% | -13.5% |
| 30D | -2.7% | +16.4% | -19.1% | -6.9% |
| 3M | +6.6% | +3.8% | +2.8% | +4.9% |
| 6M | +9.5% | +10.8% | -1.3% | +5.5% |
| YTD | +40.6% | -5.8% | +46.4% | +40.8% |
| 1Y | +43.6% | -2.4% | +46.0% | +42.3% |
| 3Y | +58.1% | -33.4% | +91.5% | +71.0% |
| 5Y | +152.2% | -39.4% | +191.6% | +176.9% |
| 10Y | +172.9% | -37.5% | +210.4% | +181.6% |
| All | +988.3% | +84.8% | +903.5% | +653.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling