+575.5%
CAG vs EAT
+10,017.9%
-9,442.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.2% |
| 7D | -3.3% | -4.0% | +0.6% | -3.1% |
| 30D | +7.7% | -2.9% | +10.6% | +7.8% |
| 3M | -3.2% | -16.9% | +13.7% | -2.1% |
| 6M | +7.0% | +57.0% | -50.0% | +3.2% |
| YTD | -9.0% | +38.2% | -47.2% | -11.7% |
| 1Y | -9.6% | +69.3% | -78.9% | -13.7% |
| 3Y | -36.0% | +483.0% | -519.0% | -45.4% |
| 5Y | -40.9% | +364.1% | -405.0% | -49.7% |
| 10Y | -37.3% | +320.8% | -358.1% | -49.3% |
| All | +575.5% | +10,017.9% | -9,442.4% | +204.8% |
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