+151.4%
EXE vs CAG
-44.8%
+196.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | +3.6% | -6.2% | +9.7% | +3.9% |
| 30D | -4.3% | +7.4% | -11.8% | -4.9% |
| 3M | -7.7% | -1.6% | -6.0% | -7.7% |
| 6M | -7.2% | +6.3% | -13.6% | -7.9% |
| YTD | -18.5% | -10.1% | -8.4% | -18.1% |
| 1Y | -24.4% | -10.2% | -14.1% | -24.0% |
| 3Y | +21.6% | -37.3% | +58.9% | +24.0% |
| 5Y | +77.3% | -41.6% | +118.9% | +82.9% |
| All | +151.4% | -44.8% | +196.2% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling