+891.0%
XLV vs CAG
+76.2%
+814.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | +0.1% |
| 7D | -4.4% | -5.9% | +1.5% | -3.1% |
| 30D | -1.4% | -1.5% | +0.1% | -1.1% |
| 3M | +8.9% | +11.5% | -2.6% | +5.9% |
| 6M | +9.1% | -15.7% | +24.8% | +12.8% |
| YTD | +7.9% | -10.2% | +18.1% | +9.7% |
| 1Y | +22.7% | -18.1% | +40.8% | +27.3% |
| 3Y | +31.9% | -39.4% | +71.3% | +45.1% |
| 5Y | +34.9% | -42.6% | +77.5% | +49.3% |
| 10Y | +173.9% | -35.6% | +209.5% | +182.9% |
| All | +891.0% | +76.2% | +814.8% | +681.0% |
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