-43.5%
CAG vs ETR
+122.3%
-165.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.8% |
| 6M | -10.8% | +2.6% | -13.5% | -11.8% |
| YTD | -10.8% | +16.0% | -26.8% | -14.8% |
| 1Y | -19.0% | +20.1% | -39.1% | -23.5% |
| 3Y | -39.7% | +143.6% | -183.3% | -57.5% |
| All | -43.5% | +122.3% | -165.8% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling