-37.6%
CAG vs ESI
+81.4%
-118.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -6.6% | +3.9% | -10.5% | -6.5% |
| 30D | +2.3% | -3.8% | +6.1% | +2.2% |
| 3M | +16.3% | -13.1% | +29.4% | +15.6% |
| 6M | -16.0% | +11.3% | -27.4% | -17.3% |
| YTD | -7.7% | +44.1% | -51.8% | -9.8% |
| 1Y | -16.0% | +40.3% | -56.4% | -18.0% |
| All | -37.6% | +81.4% | -118.9% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling