+190.5%
CAG vs EL
+1,821.4%
-1,630.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | -3.3% | +1.5% | -4.9% | -3.6% |
| 30D | +7.7% | +10.0% | -2.3% | +6.0% |
| 3M | -3.2% | +28.4% | -31.6% | -7.2% |
| 6M | +7.0% | +37.1% | -30.1% | +1.3% |
| YTD | -9.0% | +7.8% | -16.8% | -11.3% |
| 1Y | -9.6% | +26.0% | -35.7% | -14.2% |
| 3Y | -36.0% | +3.8% | -39.8% | -39.5% |
| 5Y | -40.9% | -65.2% | +24.3% | -34.2% |
| 10Y | -37.3% | +62.1% | -99.4% | -48.9% |
| All | +190.5% | +1,821.4% | -1,630.9% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling