+49.5%
EQT vs CAG
-35.7%
+85.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.1% |
| 7D | -1.2% | -5.9% | +4.7% | -0.1% |
| 30D | +1.1% | -1.5% | +2.6% | +1.3% |
| 3M | +4.8% | +11.5% | -6.7% | +2.3% |
| 6M | -10.6% | -15.7% | +5.1% | -8.1% |
| YTD | +3.4% | -10.2% | +13.6% | +4.7% |
| 1Y | +8.7% | -18.1% | +26.7% | +12.0% |
| 3Y | +35.0% | -39.4% | +74.4% | +45.4% |
| 5Y | +204.2% | -42.6% | +246.8% | +230.1% |
| All | +49.5% | -35.7% | +85.3% | +56.5% |
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