-0.7%
XRT vs CAG
-40.6%
+39.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.8% |
| 7D | -0.3% | -5.3% | +5.0% | +0.9% |
| 30D | -5.6% | +1.0% | -6.6% | -5.9% |
| 3M | +2.5% | +17.4% | -14.8% | -1.1% |
| 6M | +3.7% | -16.8% | +20.5% | +7.4% |
| YTD | +1.0% | -6.8% | +7.8% | +1.7% |
| 1Y | -1.2% | -15.4% | +14.2% | +1.6% |
| 3Y | +43.4% | -37.1% | +80.5% | +55.3% |
| 5Y | -0.7% | -41.3% | +40.5% | +9.2% |
| All | -0.7% | -40.6% | +39.9% | +9.2% |
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 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