-37.2%
CAG vs EAT
+379.9%
-417.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -5.9% | -6.2% | +0.3% | -5.7% |
| 30D | -1.5% | -3.0% | +1.5% | -1.5% |
| 3M | +11.5% | +45.6% | -34.2% | +10.2% |
| 6M | -15.7% | +53.5% | -69.2% | -16.8% |
| YTD | -10.2% | +49.6% | -59.8% | -11.4% |
| 1Y | -18.1% | +38.9% | -57.0% | -19.0% |
| 3Y | -39.4% | +589.7% | -629.1% | -43.8% |
| 5Y | -42.6% | +318.7% | -361.3% | -46.4% |
| All | -37.2% | +379.9% | -417.1% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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