-2.1%
XRT vs CAG
-38.8%
+36.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.6% |
| 7D | +2.5% | +4.6% | -2.1% | +1.4% |
| 30D | +10.3% | +14.7% | -4.3% | +7.0% |
| 3M | +2.4% | +2.4% | 0.0% | +1.6% |
| 6M | +10.0% | +10.7% | -0.7% | +7.2% |
| YTD | +9.5% | -5.5% | +15.1% | +9.8% |
| 1Y | +17.2% | -4.6% | +21.7% | +17.1% |
| 3Y | +62.0% | -34.4% | +96.4% | +73.0% |
| 5Y | -2.1% | -39.2% | +37.1% | +7.7% |
| All | -2.1% | -38.8% | +36.7% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling