+1,096.1%
XLY vs CAG
+76.2%
+1,019.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.3% |
| 7D | -3.9% | -5.9% | +2.0% | -2.3% |
| 30D | -6.1% | -1.5% | -4.6% | -5.8% |
| 3M | -1.2% | +11.5% | -12.6% | -4.3% |
| 6M | -1.8% | -15.7% | +13.9% | +2.0% |
| YTD | -5.9% | -10.2% | +4.3% | -4.3% |
| 1Y | -3.1% | -18.1% | +15.0% | +0.7% |
| 3Y | +36.0% | -39.4% | +75.4% | +50.9% |
| 5Y | +27.6% | -42.6% | +70.2% | +42.0% |
| 10Y | +216.8% | -35.6% | +252.4% | +220.6% |
| All | +1,096.1% | +76.2% | +1,019.8% | +696.3% |
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