-8.4%
CAG vs CDW
+903.1%
-911.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -3.8% | +3.2% | -7.0% | -4.3% |
| 30D | +3.1% | +9.3% | -6.2% | +1.6% |
| 3M | +23.5% | +9.8% | +13.7% | +21.2% |
| 6M | -14.8% | +23.3% | -38.2% | -18.6% |
| YTD | -5.4% | +13.7% | -19.1% | -8.6% |
| 1Y | -11.8% | -6.5% | -5.3% | -12.2% |
| 3Y | -36.7% | -25.2% | -11.4% | -35.5% |
| 5Y | -40.3% | -19.5% | -20.8% | -40.9% |
| 10Y | -37.0% | +285.8% | -322.8% | -55.7% |
| All | -8.4% | +903.1% | -911.5% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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