+170.2%
CAG vs EXEL
+264.7%
-94.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.3% |
| 7D | -5.3% | +1.4% | -6.6% | -5.3% |
| 30D | +1.0% | +6.7% | -5.7% | +0.6% |
| 3M | +17.4% | +11.5% | +5.9% | +16.7% |
| 6M | -16.8% | +38.8% | -55.6% | -18.3% |
| YTD | -6.8% | +31.6% | -38.4% | -8.3% |
| 1Y | -15.4% | +53.0% | -68.4% | -17.5% |
| 3Y | -37.1% | +160.8% | -197.9% | -40.7% |
| 5Y | -41.3% | +190.1% | -231.3% | -45.2% |
| 10Y | -35.5% | +367.0% | -402.4% | -43.0% |
| All | +170.2% | +264.7% | -94.5% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXEL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling