-41.0%
CAG vs ED
+85.1%
-126.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.5% |
| 7D | -3.3% | +2.1% | -5.4% | -4.4% |
| 30D | +7.7% | +10.4% | -2.7% | +2.3% |
| 3M | -3.2% | +12.5% | -15.7% | -9.0% |
| 6M | +7.0% | +14.9% | -8.0% | -0.6% |
| YTD | -9.0% | +24.8% | -33.8% | -18.8% |
| 1Y | -9.6% | +23.8% | -33.4% | -19.2% |
| 3Y | -36.0% | +51.6% | -87.6% | -48.9% |
| All | -41.0% | +85.1% | -126.1% | -58.4% |
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