-11.8%
CAG vs ESI
+44.5%
-56.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -0.6% |
| 7D | -3.8% | +3.3% | -7.1% | -3.4% |
| 30D | +3.1% | -5.9% | +9.0% | +2.6% |
| 3M | +23.5% | -14.1% | +37.6% | +21.4% |
| 6M | -14.8% | +6.6% | -21.4% | -17.0% |
| YTD | -5.4% | +45.0% | -50.5% | -8.2% |
| 1Y | -11.8% | +41.5% | -53.3% | -14.6% |
| All | -11.8% | +44.5% | -56.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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