-42.6%
CAG vs ESI
+66.0%
-108.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.8% | -2.6% |
| 7D | -5.9% | -2.3% | -3.6% | -5.8% |
| 30D | -1.5% | -9.0% | +7.5% | -1.3% |
| 3M | +11.5% | -13.3% | +24.7% | +11.4% |
| 6M | -15.7% | +5.3% | -21.0% | -17.4% |
| YTD | -10.2% | +37.6% | -47.8% | -14.1% |
| 1Y | -18.1% | +33.6% | -51.7% | -21.6% |
| 3Y | -39.4% | +75.8% | -115.2% | -44.9% |
| 5Y | -42.6% | +68.6% | -111.2% | -49.0% |
| All | -42.6% | +66.0% | -108.6% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling