+88.3%
CAG vs EFV
+256.4%
-168.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -5.3% | +1.0% | -6.3% | -5.6% |
| 30D | +1.0% | +0.2% | +0.8% | +0.9% |
| 3M | +17.4% | +9.6% | +7.8% | +13.7% |
| 6M | -16.8% | +14.0% | -30.8% | -20.6% |
| YTD | -6.8% | +18.5% | -25.2% | -12.2% |
| 1Y | -15.4% | +27.9% | -43.3% | -22.4% |
| 3Y | -37.1% | +92.4% | -129.5% | -50.0% |
| 5Y | -41.3% | +97.2% | -138.4% | -54.0% |
| 10Y | -35.5% | +163.0% | -198.5% | -55.0% |
| All | +88.3% | +256.4% | -168.1% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling