-19.1%
TE vs CAG
-37.6%
+18.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.4% |
| 7D | +15.0% | -6.6% | +21.6% | +11.9% |
| 30D | -7.5% | +2.3% | -9.8% | -6.5% |
| 3M | -42.0% | +16.3% | -58.3% | -37.4% |
| 6M | -31.4% | -16.0% | -15.4% | -29.7% |
| YTD | -26.5% | -7.7% | -18.8% | -24.2% |
| 1Y | +153.1% | -16.0% | +169.1% | +161.7% |
| All | -19.1% | -37.6% | +18.5% | -21.3% |
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 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