+20.5%
EXE vs CAG
-35.9%
+56.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.7% |
| 7D | +1.5% | -1.8% | +3.3% | +1.4% |
| 30D | -0.2% | +9.7% | -9.9% | +0.1% |
| 3M | -9.2% | +0.5% | -9.7% | -9.2% |
| 6M | -7.2% | +8.9% | -16.2% | -6.9% |
| YTD | -18.3% | -8.4% | -9.9% | -18.4% |
| 1Y | -23.6% | -8.3% | -15.3% | -23.7% |
| All | +20.5% | -35.9% | +56.4% | +14.2% |
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