+640.9%
XLU vs CAG
+81.1%
+559.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +0.6% | -6.6% | +7.2% | +2.4% |
| 30D | -0.4% | +2.3% | -2.7% | -1.1% |
| 3M | -1.7% | +16.3% | -18.0% | -5.9% |
| 6M | -7.1% | -16.0% | +8.9% | -3.5% |
| YTD | +1.9% | -7.7% | +9.6% | +3.1% |
| 1Y | +6.1% | -16.0% | +22.2% | +9.7% |
| 3Y | +48.8% | -37.7% | +86.5% | +64.4% |
| 5Y | +43.8% | -41.2% | +85.0% | +60.5% |
| 10Y | +143.2% | -33.8% | +177.0% | +152.8% |
| All | +640.9% | +81.1% | +559.8% | +462.5% |
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