+20.7%
EXE vs CAG
-36.6%
+57.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | -1.8% | -5.3% | +3.5% | -1.9% |
| 30D | +6.4% | +1.0% | +5.4% | +6.5% |
| 3M | +9.2% | +17.4% | -8.1% | +9.6% |
| 6M | -7.0% | -16.8% | +9.8% | -7.6% |
| YTD | -9.5% | -6.8% | -2.7% | -9.5% |
| 1Y | +6.2% | -15.4% | +21.6% | +5.5% |
| 3Y | +20.7% | -37.1% | +57.8% | +13.7% |
| All | +20.7% | -36.6% | +57.4% | +13.7% |
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 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