+43.4%
XLK vs CAG
-13.1%
+56.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.5% |
| 7D | +0.9% | -3.8% | +4.6% | -0.2% |
| 30D | +0.7% | +3.1% | -2.4% | +1.6% |
| 3M | -2.9% | +23.5% | -26.4% | +3.2% |
| 6M | +34.3% | -14.8% | +49.1% | +32.2% |
| YTD | +30.4% | -5.4% | +35.8% | +31.8% |
| 1Y | +43.4% | -11.8% | +55.2% | +43.3% |
| All | +43.4% | -13.1% | +56.4% | +43.3% |
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