-37.7%
CAG vs ET
+177.0%
-214.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | -2.4% | +2.9% | -5.3% | -2.7% |
| 3M | +9.8% | +16.8% | -7.0% | +8.2% |
| 6M | -10.8% | +18.9% | -29.7% | -12.3% |
| YTD | -10.8% | +37.7% | -48.5% | -13.4% |
| 1Y | -19.0% | +32.4% | -51.4% | -21.1% |
| 3Y | -39.7% | +99.5% | -139.2% | -44.0% |
| 5Y | -43.0% | +244.0% | -286.9% | -50.0% |
| All | -37.7% | +177.0% | -214.7% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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