+22.4%
XLP vs CAG
-4.1%
+26.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.7% |
| 7D | +0.7% | +5.8% | -5.1% | -1.1% |
| 30D | +10.3% | +16.4% | -6.1% | +5.0% |
| 3M | +6.5% | +3.8% | +2.7% | +4.8% |
| 6M | +8.4% | +10.8% | -2.4% | +4.2% |
| YTD | +18.2% | -5.8% | +24.0% | +18.9% |
| 1Y | +22.4% | -2.4% | +24.8% | +21.0% |
| All | +22.4% | -4.1% | +26.5% | +21.0% |
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