+1,075.5%
XLI vs CAG
+78.6%
+996.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +3.8% | -3.3% | +7.1% | +4.6% |
| 30D | +1.0% | +7.7% | -6.6% | -1.2% |
| 3M | -8.9% | -3.2% | -5.7% | -8.7% |
| 6M | -2.3% | +7.0% | -9.2% | -5.1% |
| YTD | +9.7% | -9.0% | +18.7% | +10.6% |
| 1Y | +12.3% | -9.6% | +21.9% | +13.4% |
| 3Y | +71.5% | -36.0% | +107.4% | +86.9% |
| 5Y | +70.2% | -40.9% | +111.0% | +88.0% |
| 10Y | +227.5% | -37.3% | +264.8% | +238.5% |
| All | +1,075.5% | +78.6% | +996.9% | +721.8% |
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 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