+788.5%
XLK vs CAG
-36.2%
+824.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +0.2% | -5.7% | +5.9% | +0.8% |
| 30D | -0.6% | -2.4% | +1.8% | -0.5% |
| 3M | +2.6% | +9.8% | -7.2% | +1.3% |
| 6M | +34.0% | -10.8% | +44.8% | +35.5% |
| YTD | +30.7% | -10.8% | +41.5% | +31.7% |
| 1Y | +39.2% | -19.0% | +58.2% | +42.0% |
| 3Y | +120.4% | -39.7% | +160.1% | +132.0% |
| 5Y | +148.8% | -43.0% | +191.8% | +162.8% |
| All | +788.5% | -36.2% | +824.6% | +794.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling