+1,117.4%
XLI vs CAG
+85.6%
+1,031.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -1.1% | -3.8% | +2.7% | -0.1% |
| 30D | -5.9% | +3.1% | -9.1% | -6.8% |
| 3M | -0.3% | +23.5% | -23.7% | -6.2% |
| 6M | +0.1% | -14.8% | +15.0% | +3.6% |
| YTD | +13.6% | -5.4% | +19.0% | +13.9% |
| 1Y | +17.2% | -11.8% | +29.0% | +19.4% |
| 3Y | +68.2% | -36.7% | +104.9% | +84.7% |
| 5Y | +80.7% | -40.3% | +121.0% | +100.1% |
| 10Y | +253.3% | -37.0% | +290.3% | +265.7% |
| All | +1,117.4% | +85.6% | +1,031.9% | +746.7% |
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 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