+1,024.7%
XLE vs CAG
+85.6%
+939.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +2.2% | -3.8% | +6.0% | +3.2% |
| 30D | +11.8% | +3.1% | +8.6% | +10.7% |
| 3M | +9.8% | +23.5% | -13.7% | +3.2% |
| 6M | +15.6% | -14.8% | +30.4% | +19.7% |
| YTD | +45.3% | -5.4% | +50.7% | +46.0% |
| 1Y | +48.3% | -11.8% | +60.1% | +51.5% |
| 3Y | +55.4% | -36.7% | +92.1% | +71.2% |
| 5Y | +216.1% | -40.3% | +256.4% | +249.9% |
| 10Y | +178.4% | -37.0% | +215.4% | +187.4% |
| All | +1,024.7% | +85.6% | +939.2% | +681.0% |
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