-37.7%
CAG vs EL
+26.1%
-63.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -5.7% | -6.5% | +0.8% | -4.9% |
| 30D | -2.4% | +11.1% | -13.5% | -3.8% |
| 3M | +9.8% | +10.7% | -0.9% | +8.2% |
| 6M | -10.8% | +6.9% | -17.7% | -12.0% |
| YTD | -10.8% | -6.3% | -4.5% | -11.0% |
| 1Y | -19.0% | +13.5% | -32.4% | -21.3% |
| 3Y | -39.7% | -33.1% | -6.6% | -38.8% |
| 5Y | -43.0% | -68.8% | +25.8% | -36.0% |
| All | -37.7% | +26.1% | -63.8% | -49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling