-39.3%
CAG vs EL
-34.4%
-4.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.5% |
| 7D | -5.9% | -4.4% | -1.5% | -5.5% |
| 30D | -1.5% | +10.3% | -11.8% | -2.6% |
| 3M | +11.5% | +13.4% | -1.9% | +9.9% |
| 6M | -15.7% | +3.1% | -18.8% | -16.3% |
| YTD | -10.2% | -6.9% | -3.3% | -10.3% |
| 1Y | -18.1% | +11.9% | -30.0% | -19.6% |
| All | -39.3% | -34.4% | -4.9% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling