+0.2%
CAG vs ESI
+224.6%
-224.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.1% |
| 7D | -3.8% | +3.3% | -7.1% | -4.0% |
| 30D | +3.1% | -5.9% | +9.0% | +3.5% |
| 3M | +23.5% | -14.1% | +37.6% | +24.2% |
| 6M | -14.8% | +6.6% | -21.4% | -16.1% |
| YTD | -5.4% | +45.0% | -50.5% | -9.3% |
| 1Y | -11.8% | +41.5% | -53.3% | -15.4% |
| 3Y | -36.7% | +78.8% | -115.4% | -41.1% |
| 5Y | -40.3% | +70.9% | -111.2% | -44.7% |
| 10Y | -37.0% | +317.1% | -354.1% | -47.1% |
| All | +0.2% | +224.6% | -224.4% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling