+508.9%
XLP vs CAG
+85.6%
+423.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -1.0% | -3.8% | +2.8% | +0.2% |
| 30D | -0.9% | +3.1% | -4.0% | -1.9% |
| 3M | +3.8% | +23.5% | -19.7% | -3.1% |
| 6M | -1.7% | -14.8% | +13.1% | +2.7% |
| YTD | +10.3% | -5.4% | +15.7% | +11.3% |
| 1Y | +7.8% | -11.8% | +19.6% | +11.0% |
| 3Y | +27.2% | -36.7% | +63.9% | +43.4% |
| 5Y | +32.5% | -40.3% | +72.8% | +51.5% |
| 10Y | +101.8% | -37.0% | +138.8% | +116.8% |
| All | +508.9% | +85.6% | +423.4% | +315.7% |
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 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