-19.0%
CAG vs ESI
+34.2%
-53.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.6% |
| 7D | -5.7% | -4.6% | -1.0% | -6.1% |
| 30D | -2.4% | -10.5% | +8.1% | -3.4% |
| 3M | +9.8% | -19.8% | +29.6% | +7.4% |
| 6M | -10.8% | +5.8% | -16.6% | -13.6% |
| YTD | -10.8% | +38.3% | -49.1% | -13.5% |
| 1Y | -19.0% | +31.5% | -50.5% | -21.2% |
| All | -19.0% | +34.2% | -53.1% | -21.2% |
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