-53.2%
TE vs CAG
-34.3%
-18.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.1% |
| 7D | -4.0% | -3.8% | -0.2% | -4.6% |
| 30D | -15.9% | +3.1% | -19.0% | -15.4% |
| 3M | -60.5% | +23.5% | -84.0% | -58.7% |
| 6M | -35.2% | -14.8% | -20.4% | -34.1% |
| YTD | -31.1% | -5.4% | -25.7% | -29.7% |
| 1Y | +148.6% | -11.8% | +160.5% | +153.9% |
| 3Y | -26.4% | -36.7% | +10.3% | -25.4% |
| 5Y | -48.0% | -40.3% | -7.8% | -47.0% |
| All | -53.2% | -34.3% | -18.9% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling