+101.4%
EXE vs CAG
-41.8%
+143.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -2.7% | -6.6% | +3.9% | -2.3% |
| 30D | -0.4% | +2.3% | -2.7% | -0.5% |
| 3M | +9.5% | +16.3% | -6.8% | +8.0% |
| 6M | -9.3% | -16.0% | +6.7% | -8.2% |
| YTD | -10.9% | -7.7% | -3.2% | -10.5% |
| 1Y | +4.3% | -16.0% | +20.3% | +5.5% |
| 3Y | +18.8% | -37.7% | +56.5% | +21.7% |
| 5Y | +101.4% | -41.2% | +142.6% | +104.3% |
| All | +101.4% | -41.8% | +143.2% | +104.3% |
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