+201.7%
CAG vs EL
+1,685.7%
-1,484.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.4% |
| 7D | -3.8% | +0.8% | -4.6% | -3.9% |
| 30D | +3.1% | +19.8% | -16.7% | +0.1% |
| 3M | +23.5% | +25.7% | -2.2% | +18.9% |
| 6M | -14.8% | +5.4% | -20.3% | -16.2% |
| YTD | -5.4% | +0.2% | -5.7% | -6.7% |
| 1Y | -11.8% | +20.4% | -32.2% | -15.8% |
| 3Y | -36.7% | -32.1% | -4.5% | -35.9% |
| 5Y | -40.3% | -67.2% | +26.9% | -33.0% |
| 10Y | -37.0% | +31.7% | -68.8% | -46.7% |
| All | +201.7% | +1,685.7% | -1,484.0% | +53.7% |
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 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