-39.7%
CAG vs EFV
+90.2%
-129.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -5.7% | -0.8% | -4.9% | -5.4% |
| 30D | -2.4% | +0.6% | -3.0% | -2.6% |
| 3M | +9.8% | +7.5% | +2.3% | +7.1% |
| 6M | -10.8% | +13.0% | -23.9% | -14.7% |
| YTD | -10.8% | +18.3% | -29.1% | -16.2% |
| 1Y | -19.0% | +26.7% | -45.7% | -25.8% |
| 3Y | -39.7% | +89.6% | -129.3% | -53.4% |
| All | -39.7% | +90.2% | -129.9% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling