+64.3%
XLF vs CAG
-43.1%
+107.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | -1.5% | -5.7% | +4.2% | -0.5% |
| 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% | +18.4% |
| YTD | +5.4% | -10.8% | +16.2% | +6.7% |
| 1Y | +7.6% | -19.0% | +26.6% | +11.2% |
| 3Y | +74.2% | -39.7% | +113.9% | +90.4% |
| All | +64.3% | -43.1% | +107.4% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling