+47.6%
EXC vs CAG
-40.1%
+87.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +0.3% | -3.8% | +4.1% | +1.3% |
| 30D | -3.7% | +3.1% | -6.9% | -4.6% |
| 3M | -1.3% | +23.5% | -24.8% | -7.0% |
| 6M | -9.7% | -14.8% | +5.1% | -6.0% |
| YTD | +2.9% | -5.4% | +8.3% | +3.4% |
| 1Y | +4.4% | -11.8% | +16.2% | +7.0% |
| 3Y | +22.2% | -36.7% | +58.9% | +37.3% |
| All | +47.6% | -40.1% | +87.7% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling