+412.9%
XLF vs CAG
+81.1%
+331.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -1.0% | -6.6% | +5.6% | +1.1% |
| 30D | -1.3% | +2.3% | -3.6% | -2.2% |
| 3M | +9.1% | +16.3% | -7.2% | +3.3% |
| 6M | +14.4% | -16.0% | +30.4% | +19.9% |
| YTD | +5.1% | -7.7% | +12.8% | +6.2% |
| 1Y | +8.6% | -16.0% | +24.7% | +13.0% |
| 3Y | +74.4% | -37.7% | +112.1% | +97.0% |
| 5Y | +64.4% | -41.2% | +105.6% | +87.5% |
| 10Y | +251.6% | -33.8% | +285.4% | +254.9% |
| All | +412.9% | +81.1% | +331.8% | +209.5% |
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