-19.0%
CAG vs EL
+12.6%
-31.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -5.7% | -6.5% | +0.8% | -5.0% |
| 30D | -2.4% | +11.1% | -13.5% | -3.8% |
| 3M | +9.8% | +10.7% | -0.9% | +8.0% |
| 6M | -10.8% | +6.9% | -17.7% | -11.7% |
| YTD | -10.8% | -6.3% | -4.5% | -11.1% |
| 1Y | -19.0% | +13.5% | -32.4% | -17.8% |
| All | -19.0% | +12.6% | -31.6% | -17.8% |
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