+160.8%
EXC vs CAG
-35.6%
+196.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +0.3% | -6.6% | +6.9% | +2.1% |
| 30D | -0.9% | +2.3% | -3.2% | -1.6% |
| 3M | -2.7% | +16.3% | -19.0% | -6.8% |
| 6M | -9.4% | -16.0% | +6.7% | -5.7% |
| YTD | +3.0% | -7.7% | +10.7% | +4.2% |
| 1Y | +5.1% | -16.0% | +21.2% | +8.9% |
| 3Y | +20.6% | -37.7% | +58.3% | +34.3% |
| 5Y | +45.7% | -41.2% | +86.9% | +63.9% |
| 10Y | +160.8% | -33.8% | +194.6% | +189.3% |
| All | +160.8% | -35.6% | +196.4% | +189.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling