-19.0%
CAG vs ETR
+21.8%
-40.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -5.7% | -1.8% | -3.9% | -5.2% |
| 30D | -2.4% | -1.8% | -0.7% | -2.0% |
| 3M | +9.8% | -3.6% | +13.4% | +10.6% |
| 6M | -10.8% | +2.6% | -13.5% | -12.2% |
| YTD | -10.8% | +16.0% | -26.8% | -14.9% |
| 1Y | -19.0% | +20.1% | -39.1% | -21.2% |
| All | -19.0% | +21.8% | -40.7% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling