+30.8%
XLV vs CAG
-39.7%
+70.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -3.6% | -5.7% | +2.1% | -2.5% |
| 30D | -1.8% | -2.4% | +0.6% | -1.4% |
| 3M | +7.8% | +9.8% | -2.0% | +5.7% |
| 6M | +9.1% | -10.8% | +19.9% | +11.1% |
| YTD | +7.7% | -10.8% | +18.5% | +9.3% |
| 1Y | +20.4% | -19.0% | +39.4% | +24.5% |
| 3Y | +30.8% | -39.7% | +70.5% | +41.5% |
| All | +30.8% | -39.7% | +70.5% | +41.5% |
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 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