+202.3%
ECL vs CAG
-37.3%
+239.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | +2.9% | -3.3% | +6.2% | +3.7% |
| 30D | +7.5% | +7.7% | -0.2% | +5.4% |
| 3M | +12.2% | -3.2% | +15.4% | +12.8% |
| 6M | +24.6% | +7.0% | +17.6% | +21.8% |
| YTD | +18.8% | -9.0% | +27.7% | +20.3% |
| 1Y | +19.3% | -9.6% | +28.9% | +21.0% |
| 3Y | +78.2% | -36.0% | +114.2% | +94.5% |
| 5Y | +38.8% | -40.9% | +79.7% | +54.1% |
| All | +202.3% | -37.3% | +239.5% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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