+86.0%
CAG vs ET
+1,451.4%
-1,365.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -5.9% | +1.4% | -7.2% | -6.0% |
| 30D | -1.5% | +4.6% | -6.1% | -2.0% |
| 3M | +11.5% | +16.0% | -4.6% | +9.8% |
| 6M | -15.7% | +22.8% | -38.5% | -17.4% |
| YTD | -10.2% | +38.9% | -49.1% | -13.1% |
| 1Y | -18.1% | +34.1% | -52.1% | -20.4% |
| 3Y | -39.4% | +98.8% | -138.2% | -43.7% |
| 5Y | -42.6% | +246.8% | -289.4% | -49.9% |
| 10Y | -35.6% | +174.4% | -210.0% | -44.3% |
| All | +86.0% | +1,451.4% | -1,365.4% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling