+601.8%
CAG vs ES
+1,243.3%
-641.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | +3.1% | -2.0% | +5.1% | +3.6% |
| 3M | +23.5% | +1.7% | +21.8% | +23.0% |
| 6M | -14.8% | -3.5% | -11.3% | -14.2% |
| YTD | -5.4% | +7.9% | -13.3% | -7.3% |
| 1Y | -11.8% | +17.2% | -29.0% | -15.6% |
| 3Y | -36.7% | +29.3% | -66.0% | -41.3% |
| 5Y | -40.3% | -5.7% | -34.5% | -40.7% |
| 10Y | -37.0% | +85.2% | -122.2% | -47.0% |
| All | +601.8% | +1,243.3% | -641.5% | +264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling