-11.8%
CAG vs EL
+14.8%
-26.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.2% |
| 7D | -3.8% | +0.8% | -4.6% | -3.9% |
| 30D | +3.1% | +19.8% | -16.7% | +0.8% |
| 3M | +23.5% | +25.7% | -2.2% | +20.2% |
| 6M | -14.8% | +5.4% | -20.3% | -16.0% |
| YTD | -5.4% | +0.2% | -5.7% | -6.5% |
| 1Y | -11.8% | +20.4% | -32.2% | -11.2% |
| All | -11.8% | +14.8% | -26.6% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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