+551.0%
XRT vs CAG
+86.1%
+464.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.6% |
| 7D | +2.5% | +4.6% | -2.1% | +0.9% |
| 30D | +10.3% | +14.7% | -4.3% | +5.2% |
| 3M | +2.4% | +2.4% | 0.0% | +1.2% |
| 6M | +10.0% | +10.7% | -0.7% | +5.4% |
| YTD | +9.5% | -5.5% | +15.1% | +10.0% |
| 1Y | +17.2% | -4.6% | +21.7% | +17.2% |
| 3Y | +62.0% | -34.4% | +96.4% | +81.2% |
| 5Y | -2.1% | -39.2% | +37.1% | +10.9% |
| 10Y | +152.6% | -39.0% | +191.5% | +168.7% |
| All | +551.0% | +86.1% | +464.9% | +235.3% |
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