+80.9%
XLI vs CAG
-41.8%
+122.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -0.6% | -6.6% | +6.0% | +0.3% |
| 30D | -6.9% | +2.3% | -9.2% | -7.3% |
| 3M | -1.9% | +16.3% | -18.2% | -4.3% |
| 6M | +1.0% | -16.0% | +17.1% | +3.9% |
| YTD | +11.3% | -7.7% | +19.0% | +12.3% |
| 1Y | +15.8% | -16.0% | +31.8% | +18.7% |
| 3Y | +69.8% | -37.7% | +107.5% | +82.0% |
| 5Y | +80.9% | -41.2% | +122.1% | +93.8% |
| All | +80.9% | -41.8% | +122.7% | +93.8% |
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