+248.8%
XLF vs CAG
-36.2%
+285.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | -1.5% | -5.7% | +4.2% | -0.4% |
| 30D | -1.2% | -2.4% | +1.2% | -0.8% |
| 3M | +9.2% | +9.8% | -0.6% | +7.0% |
| 6M | +16.3% | -10.8% | +27.2% | +18.3% |
| YTD | +5.4% | -10.8% | +16.2% | +6.8% |
| 1Y | +7.6% | -19.0% | +26.6% | +10.9% |
| 3Y | +74.2% | -39.7% | +113.9% | +88.8% |
| 5Y | +66.1% | -43.0% | +109.1% | +81.7% |
| All | +248.8% | -36.2% | +285.0% | +269.9% |
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