+575.5%
CAG vs ED
+2,513.4%
-1,937.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.7% |
| 7D | -3.3% | +2.1% | -5.4% | -4.1% |
| 30D | +7.7% | +10.4% | -2.7% | +3.8% |
| 3M | -3.2% | +12.5% | -15.7% | -7.4% |
| 6M | +7.0% | +14.9% | -8.0% | +1.5% |
| YTD | -9.0% | +24.8% | -33.8% | -16.3% |
| 1Y | -9.6% | +23.8% | -33.4% | -16.7% |
| 3Y | -36.0% | +51.6% | -87.6% | -45.6% |
| 5Y | -40.9% | +86.4% | -127.3% | -53.6% |
| 10Y | -37.3% | +145.4% | -182.7% | -56.9% |
| All | +575.5% | +2,513.4% | -1,937.9% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling