-41.2%
CAG vs ED
+66.4%
-107.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | +2.3% | +1.9% | +0.4% | +1.2% |
| 3M | +16.3% | +1.9% | +14.5% | +15.2% |
| 6M | -16.0% | -2.3% | -13.8% | -15.1% |
| YTD | -7.7% | +10.9% | -18.6% | -12.4% |
| 1Y | -16.0% | +14.5% | -30.6% | -21.8% |
| 3Y | -37.7% | +33.4% | -71.1% | -46.7% |
| 5Y | -41.2% | +67.3% | -108.5% | -55.0% |
| All | -41.2% | +66.4% | -107.6% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling