+41.9%
XLP vs CAG
-34.1%
+76.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.7% |
| 7D | +0.7% | +5.8% | -5.1% | -1.0% |
| 30D | +10.3% | +16.4% | -6.1% | +5.2% |
| 3M | +6.5% | +3.8% | +2.7% | +5.0% |
| 6M | +8.4% | +10.8% | -2.4% | +4.4% |
| YTD | +18.2% | -5.8% | +24.0% | +19.0% |
| 1Y | +22.4% | -2.4% | +24.8% | +21.9% |
| 3Y | +41.9% | -33.4% | +75.3% | +57.8% |
| All | +41.9% | -34.1% | +76.0% | +57.8% |
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 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