+1,477.5%
XLK vs CAG
+81.1%
+1,396.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +2.3% | -6.6% | +8.9% | +3.6% |
| 30D | +0.8% | +2.3% | -1.5% | +0.3% |
| 3M | +4.1% | +16.3% | -12.3% | +0.7% |
| 6M | +34.8% | -16.0% | +50.8% | +38.3% |
| YTD | +30.8% | -7.7% | +38.5% | +31.3% |
| 1Y | +42.4% | -16.0% | +58.4% | +45.3% |
| 3Y | +121.8% | -37.7% | +159.5% | +136.8% |
| 5Y | +146.6% | -41.2% | +187.8% | +164.3% |
| 10Y | +804.3% | -33.8% | +838.0% | +804.9% |
| All | +1,477.5% | +81.1% | +1,396.4% | +1,187.4% |
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