+575.5%
CAG vs EIX
+1,175.7%
-600.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -3.3% | +1.4% | -4.7% | -3.6% |
| 30D | +7.7% | +8.5% | -0.9% | +6.2% |
| 3M | -3.2% | -13.5% | +10.3% | -1.6% |
| 6M | +7.0% | -12.4% | +19.3% | +8.4% |
| YTD | -9.0% | +5.9% | -14.9% | -10.8% |
| 1Y | -9.6% | +7.6% | -17.2% | -11.7% |
| 3Y | -36.0% | +12.8% | -48.8% | -38.6% |
| 5Y | -40.9% | +19.2% | -60.1% | -44.0% |
| 10Y | -37.3% | +34.9% | -72.2% | -43.4% |
| All | +575.5% | +1,175.7% | -600.2% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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