+148.7%
XLK vs CAG
-43.1%
+191.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +0.2% | -5.7% | +5.9% | -0.2% |
| 30D | -0.6% | -2.4% | +1.8% | -0.8% |
| 3M | +2.6% | +9.8% | -7.2% | +3.2% |
| 6M | +34.0% | -10.8% | +44.8% | +34.5% |
| YTD | +30.7% | -10.8% | +41.5% | +31.0% |
| 1Y | +39.2% | -19.0% | +58.2% | +39.8% |
| 3Y | +120.4% | -39.7% | +160.1% | +121.7% |
| All | +148.7% | -43.1% | +191.8% | +155.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling