+43.2%
XLP vs CAG
-34.9%
+78.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | +2.3% | +6.6% | -4.3% | +0.3% |
| 30D | +9.1% | +13.9% | -4.8% | +4.7% |
| 3M | +7.9% | +4.0% | +3.8% | +6.2% |
| 6M | +9.6% | +10.0% | -0.4% | +5.8% |
| YTD | +19.4% | -6.1% | +25.6% | +20.4% |
| 1Y | +22.4% | -4.3% | +26.7% | +22.6% |
| 3Y | +43.2% | -34.6% | +77.7% | +59.7% |
| All | +43.2% | -34.9% | +78.1% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling