+13,805.6%
ECL vs CAG
+602.0%
+13,203.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.2% |
| 7D | -0.8% | +5.8% | -6.6% | -2.2% |
| 30D | +8.1% | +16.4% | -8.2% | +3.8% |
| 3M | +6.4% | +3.8% | +2.5% | +5.0% |
| 6M | +14.8% | +10.8% | +3.9% | +11.0% |
| YTD | +15.5% | -5.8% | +21.3% | +16.0% |
| 1Y | +20.1% | -2.4% | +22.5% | +19.5% |
| 3Y | +77.8% | -33.4% | +111.2% | +92.7% |
| 5Y | +37.9% | -39.4% | +77.3% | +52.3% |
| 10Y | +202.7% | -37.5% | +240.1% | +218.1% |
| All | +13,805.6% | +602.0% | +13,203.6% | +7,293.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling