-53.1%
TE vs CAG
-38.0%
-15.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.5% |
| 7D | +0.2% | -5.7% | +5.9% | -0.9% |
| 30D | -5.9% | -2.4% | -3.5% | -6.3% |
| 3M | -45.6% | +9.8% | -55.4% | -44.2% |
| 6M | -43.4% | -10.8% | -32.5% | -42.7% |
| YTD | -31.0% | -10.8% | -20.2% | -30.4% |
| 1Y | +145.2% | -19.0% | +164.2% | +147.6% |
| 3Y | -24.1% | -39.7% | +15.6% | -23.9% |
| 5Y | -48.1% | -43.0% | -5.2% | -47.7% |
| All | -53.1% | -38.0% | -15.0% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling