+197.7%
EXC vs CAG
-38.9%
+236.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +0.1% | +6.6% | -6.6% | -1.6% |
| 30D | +9.0% | +13.9% | -4.9% | +5.3% |
| 3M | +3.3% | +4.0% | -0.7% | +1.9% |
| 6M | +5.7% | +10.0% | -4.3% | +2.4% |
| YTD | +7.3% | -6.1% | +13.5% | +7.9% |
| 1Y | +2.9% | -4.3% | +7.2% | +2.8% |
| 3Y | +29.3% | -34.6% | +63.9% | +41.9% |
| 5Y | +40.1% | -39.4% | +79.5% | +56.0% |
| 10Y | +197.7% | -34.2% | +231.8% | +203.4% |
| All | +197.7% | -38.9% | +236.5% | +203.4% |
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 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