-37.2%
CAG vs ES
+83.3%
-120.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -2.0% |
| 7D | -5.9% | -3.5% | -2.4% | -4.8% |
| 30D | -1.5% | -3.0% | +1.5% | -0.6% |
| 3M | +11.5% | -0.3% | +11.7% | +11.6% |
| 6M | -15.7% | -5.2% | -10.5% | -14.3% |
| YTD | -10.2% | +4.8% | -15.0% | -11.7% |
| 1Y | -18.1% | +12.7% | -30.8% | -22.0% |
| 3Y | -39.4% | +27.5% | -66.9% | -45.4% |
| 5Y | -42.6% | -4.7% | -37.9% | -43.4% |
| All | -37.2% | +83.3% | -120.6% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling