+33.6%
XLY vs CAG
-39.7%
+73.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -1.7% | -5.7% | +4.0% | -1.3% |
| 30D | -4.2% | -2.4% | -1.8% | -4.0% |
| 3M | -2.7% | +9.8% | -12.5% | -3.3% |
| 6M | -0.6% | -10.8% | +10.2% | 0.0% |
| YTD | -5.0% | -10.8% | +5.8% | -4.6% |
| 1Y | -4.1% | -19.0% | +14.9% | -3.0% |
| 3Y | +33.6% | -39.7% | +73.3% | +37.2% |
| All | +33.6% | -39.7% | +73.3% | +37.2% |
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