+155.6%
ECL vs CAG
-35.6%
+191.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -2.7% | -6.6% | +3.9% | -1.2% |
| 30D | -4.3% | +2.3% | -6.6% | -4.9% |
| 3M | +3.2% | +16.3% | -13.1% | -0.7% |
| 6M | -2.9% | -16.0% | +13.1% | +0.8% |
| YTD | +4.3% | -7.7% | +12.0% | +5.5% |
| 1Y | +1.6% | -16.0% | +17.7% | +5.1% |
| 3Y | +54.3% | -37.7% | +92.0% | +69.5% |
| 5Y | +26.5% | -41.2% | +67.7% | +40.5% |
| 10Y | +155.6% | -33.8% | +189.4% | +168.6% |
| All | +155.6% | -35.6% | +191.2% | +168.6% |
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