+548.6%
XRT vs CAG
+84.9%
+463.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +4.1% | +6.6% | -2.5% | +1.8% |
| 30D | +9.9% | +13.9% | -4.0% | +5.0% |
| 3M | +2.3% | +4.0% | -1.8% | +0.5% |
| 6M | +9.6% | +10.0% | -0.4% | +5.2% |
| YTD | +9.1% | -6.1% | +15.3% | +9.8% |
| 1Y | +16.2% | -4.3% | +20.6% | +16.1% |
| 3Y | +60.1% | -34.6% | +94.6% | +79.2% |
| 5Y | -0.5% | -39.4% | +39.0% | +12.9% |
| 10Y | +145.1% | -34.2% | +179.3% | +151.8% |
| All | +548.6% | +84.9% | +463.7% | +234.8% |
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