+591.8%
CAG vs EAT
+11,250.4%
-10,658.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | -1.2% |
| 7D | -5.3% | -4.9% | -0.4% | -4.9% |
| 30D | +1.0% | -1.2% | +2.2% | +1.0% |
| 3M | +17.4% | +52.2% | -34.9% | +13.8% |
| 6M | -16.8% | +65.0% | -81.8% | -20.1% |
| YTD | -6.8% | +55.0% | -61.8% | -10.2% |
| 1Y | -15.4% | +42.1% | -57.4% | -18.1% |
| 3Y | -37.1% | +614.7% | -651.8% | -47.1% |
| 5Y | -41.3% | +322.7% | -364.0% | -49.6% |
| 10Y | -35.5% | +382.0% | -417.5% | -48.3% |
| All | +591.8% | +11,250.4% | -10,658.6% | +210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling