+14.3%
XLI vs CAG
-18.8%
+33.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | -1.7% | -5.7% | +4.0% | -1.7% |
| 30D | -7.3% | -2.4% | -4.9% | -7.3% |
| 3M | -1.3% | +9.8% | -11.1% | -1.4% |
| 6M | +2.2% | -10.8% | +13.1% | +3.4% |
| YTD | +11.7% | -10.8% | +22.5% | +12.8% |
| 1Y | +14.3% | -19.0% | +33.2% | +14.7% |
| All | +14.3% | -18.8% | +33.0% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling