-42.6%
CAG vs EL
-69.5%
+26.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.7% |
| 3Y | -39.4% | -33.8% | -5.6% | -39.0% |
| 5Y | -42.6% | -69.0% | +26.4% | -39.3% |
| All | -42.6% | -69.5% | +26.9% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling