+133.2%
XRT vs CAG
-37.3%
+170.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +1.7% | -3.3% | +5.1% | +2.6% |
| 30D | +7.5% | +7.7% | -0.2% | +5.5% |
| 3M | +2.2% | -3.2% | +5.4% | +2.8% |
| 6M | +14.7% | +7.0% | +7.7% | +12.3% |
| YTD | +7.5% | -9.0% | +16.5% | +8.8% |
| 1Y | +14.1% | -9.6% | +23.7% | +15.7% |
| 3Y | +58.8% | -36.0% | +94.8% | +72.9% |
| 5Y | -3.9% | -40.9% | +36.9% | +6.0% |
| All | +133.2% | -37.3% | +170.5% | +151.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling