-84.3%
TE vs CAG
-41.0%
-43.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.3% | -2.7% |
| 7D | -19.1% | -3.3% | -15.7% | -20.0% |
| 30D | -34.1% | +7.7% | -41.8% | -32.3% |
| 3M | -60.1% | -3.2% | -56.9% | -60.1% |
| 6M | -66.0% | +7.0% | -72.9% | -64.4% |
| YTD | -71.4% | -9.0% | -62.4% | -70.6% |
| 1Y | -45.3% | -9.6% | -35.7% | -43.8% |
| 3Y | +9.1% | -36.0% | +45.1% | +11.3% |
| All | -84.3% | -41.0% | -43.4% | -83.8% |
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