-37.7%
CAG vs ESI
+312.8%
-350.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -5.7% | -4.6% | -1.0% | -5.4% |
| 30D | -2.4% | -10.5% | +8.1% | -1.8% |
| 3M | +9.8% | -19.8% | +29.6% | +10.9% |
| 6M | -10.8% | +5.8% | -16.6% | -12.3% |
| YTD | -10.8% | +38.3% | -49.1% | -14.4% |
| 1Y | -19.0% | +31.5% | -50.5% | -22.0% |
| 3Y | -39.7% | +80.7% | -120.4% | -44.4% |
| 5Y | -43.0% | +69.4% | -112.4% | -47.6% |
| All | -37.7% | +312.8% | -350.4% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling