-19.0%
CAG vs ED
+13.4%
-32.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -5.7% | -0.8% | -4.9% | -5.3% |
| 30D | -2.4% | -0.4% | -2.0% | -2.2% |
| 3M | +9.8% | +0.5% | +9.3% | +9.6% |
| 6M | -10.8% | -3.1% | -7.7% | -9.2% |
| YTD | -10.8% | +9.8% | -20.6% | -13.4% |
| 1Y | -19.0% | +12.6% | -31.5% | -20.1% |
| All | -19.0% | +13.4% | -32.4% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling