-19.0%
CAG vs EFV
+27.7%
-46.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -5.7% | -0.8% | -4.9% | -5.5% |
| 30D | -2.4% | +0.6% | -3.0% | -2.6% |
| 3M | +9.8% | +7.5% | +2.3% | +7.6% |
| 6M | -10.8% | +13.0% | -23.9% | -14.4% |
| YTD | -10.8% | +18.3% | -29.1% | -17.0% |
| 1Y | -19.0% | +26.7% | -45.7% | -26.8% |
| All | -19.0% | +27.7% | -46.6% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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