+35.8%
EQT vs CAG
-39.3%
+75.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.5% |
| 7D | -1.2% | -5.9% | +4.7% | -1.5% |
| 30D | +1.1% | -1.5% | +2.6% | +1.0% |
| 3M | +4.8% | +11.5% | -6.7% | +5.5% |
| 6M | -10.6% | -15.7% | +5.1% | -11.8% |
| YTD | +3.4% | -10.2% | +13.6% | +3.0% |
| 1Y | +8.7% | -18.1% | +26.7% | +7.1% |
| All | +35.8% | -39.3% | +75.1% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling