+12,781.7%
ECL vs CAG
+604.9%
+12,176.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -2.6% | -3.8% | +1.2% | -1.7% |
| 30D | -2.2% | +3.1% | -5.3% | -3.0% |
| 3M | +10.1% | +23.5% | -13.4% | +4.0% |
| 6M | -5.7% | -14.8% | +9.1% | -2.4% |
| YTD | +7.0% | -5.4% | +12.4% | +7.6% |
| 1Y | +2.7% | -11.8% | +14.5% | +5.0% |
| 3Y | +57.7% | -36.7% | +94.4% | +73.5% |
| 5Y | +31.1% | -40.3% | +71.4% | +45.7% |
| 10Y | +150.9% | -37.0% | +187.9% | +163.5% |
| All | +12,781.7% | +604.9% | +12,176.8% | +6,758.7% |
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