+14,053.0%
ECL vs CAG
+599.7%
+13,453.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | +0.4% | +6.6% | -6.2% | -1.2% |
| 30D | +8.6% | +13.9% | -5.3% | +4.9% |
| 3M | +7.9% | +4.0% | +3.9% | +6.5% |
| 6M | +21.0% | +10.0% | +11.0% | +17.3% |
| YTD | +17.5% | -6.1% | +23.7% | +18.1% |
| 1Y | +19.7% | -4.3% | +24.0% | +19.6% |
| 3Y | +77.4% | -34.6% | +112.0% | +93.2% |
| 5Y | +38.7% | -39.4% | +78.1% | +53.3% |
| 10Y | +193.5% | -34.2% | +227.7% | +204.8% |
| All | +14,053.0% | +599.7% | +13,453.3% | +7,431.1% |
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