-9.6%
CAG vs ES
+2.1%
-11.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -3.3% | +2.7% | -6.1% | -4.4% |
| 30D | +7.7% | +7.6% | +0.1% | +4.7% |
| 3M | -3.2% | +0.5% | -3.7% | -3.9% |
| 6M | +7.0% | +7.6% | -0.6% | +4.6% |
| YTD | -9.0% | +10.2% | -19.2% | -11.1% |
| 1Y | -9.6% | +1.8% | -11.4% | -11.7% |
| All | -9.6% | +2.1% | -11.7% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling