+43.8%
XLP vs CAG
-38.4%
+82.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.7% |
| 7D | +3.5% | +11.4% | -7.9% | -0.4% |
| 30D | +11.6% | +16.7% | -5.1% | +5.5% |
| 3M | +7.6% | +4.5% | +3.1% | +5.6% |
| 6M | +10.0% | +13.3% | -3.3% | +4.5% |
| YTD | +19.7% | -4.2% | +23.9% | +20.1% |
| 1Y | +23.5% | -2.9% | +26.4% | +23.1% |
| 3Y | +44.0% | -33.2% | +77.1% | +61.7% |
| All | +43.8% | -38.4% | +82.2% | +65.9% |
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