+20.7%
XLK vs CAG
-6.8%
+27.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -6.0% | +1.8% |
| 7D | -7.6% | +9.7% | -17.3% | -4.8% |
| 30D | -12.2% | +15.8% | -27.9% | -7.9% |
| 3M | -5.5% | +1.8% | -7.3% | -4.2% |
| 6M | +9.2% | +11.5% | -2.3% | +14.8% |
| YTD | +23.0% | -6.7% | +29.8% | +24.8% |
| 1Y | +20.7% | -5.6% | +26.3% | +22.0% |
| All | +20.7% | -6.8% | +27.5% | +22.0% |
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