-48.5%
TE vs CAG
-42.8%
-5.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.7% | -4.0% | -7.4% |
| 7D | +0.9% | -5.9% | +6.8% | -0.7% |
| 30D | -16.3% | -1.5% | -14.7% | -16.6% |
| 3M | -40.8% | +11.5% | -52.2% | -38.6% |
| 6M | -42.6% | -15.7% | -26.9% | -41.6% |
| YTD | -31.4% | -10.2% | -21.2% | -30.4% |
| 1Y | +144.9% | -18.1% | +163.0% | +149.5% |
| 3Y | -26.0% | -39.4% | +13.4% | -25.1% |
| 5Y | -48.5% | -42.6% | -5.9% | -47.1% |
| All | -48.5% | -42.8% | -5.7% | -47.1% |
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