+193.5%
ECL vs CAG
-38.9%
+232.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | +0.4% | +6.6% | -6.2% | -1.1% |
| 30D | +8.6% | +13.9% | -5.3% | +5.1% |
| 3M | +7.9% | +4.0% | +3.9% | +6.5% |
| 6M | +21.0% | +10.0% | +11.0% | +17.5% |
| YTD | +17.5% | -6.1% | +23.7% | +18.2% |
| 1Y | +19.7% | -4.3% | +24.0% | +19.7% |
| 3Y | +77.4% | -34.6% | +112.0% | +92.6% |
| 5Y | +38.7% | -39.4% | +78.1% | +53.0% |
| 10Y | +193.5% | -34.2% | +227.7% | +219.6% |
| All | +193.5% | -38.9% | +232.4% | +219.6% |
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