+145.2%
TE vs CAG
-18.8%
+164.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | 0.0% |
| 7D | +0.2% | -5.7% | +5.9% | -5.3% |
| 30D | -5.9% | -2.4% | -3.5% | -7.8% |
| 3M | -45.6% | +9.8% | -55.4% | -38.0% |
| 6M | -43.4% | -10.8% | -32.5% | -42.2% |
| YTD | -31.0% | -10.8% | -20.2% | -29.9% |
| 1Y | +145.2% | -19.0% | +164.2% | +160.3% |
| All | +145.2% | -18.8% | +164.0% | +160.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling