+5.9%
EXC vs CAG
-15.1%
+21.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +1.2% | -5.3% | +6.5% | +2.0% |
| 30D | -2.7% | +1.0% | -3.7% | -3.0% |
| 3M | -1.0% | +17.4% | -18.3% | -3.3% |
| 6M | -9.3% | -16.8% | +7.5% | -7.4% |
| YTD | +3.6% | -6.8% | +10.4% | +3.2% |
| 1Y | +5.9% | -15.4% | +21.3% | +6.5% |
| All | +5.9% | -15.1% | +21.0% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling