+226.1%
XLI vs CAG
-37.3%
+263.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +3.8% | -3.3% | +7.1% | +4.3% |
| 30D | +1.0% | +7.7% | -6.6% | -0.5% |
| 3M | -8.9% | -3.2% | -5.7% | -8.7% |
| 6M | -2.3% | +7.0% | -9.2% | -4.2% |
| YTD | +9.7% | -9.0% | +18.7% | +10.5% |
| 1Y | +12.3% | -9.6% | +21.9% | +13.3% |
| 3Y | +71.5% | -36.0% | +107.4% | +83.3% |
| 5Y | +70.2% | -40.9% | +111.0% | +84.3% |
| All | +226.1% | -37.3% | +263.3% | +241.9% |
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