-43.5%
CAG vs GWW
+222.0%
-265.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.8% |
| 7D | -5.7% | -3.4% | -2.3% | -5.1% |
| 30D | -2.4% | -1.9% | -0.5% | -2.1% |
| 3M | +9.8% | -2.4% | +12.2% | +10.0% |
| 6M | -10.8% | +15.7% | -26.6% | -13.6% |
| YTD | -10.8% | +27.6% | -38.4% | -15.2% |
| 1Y | -19.0% | +27.2% | -46.1% | -22.9% |
| 3Y | -39.7% | +89.7% | -129.4% | -47.2% |
| All | -43.5% | +222.0% | -265.5% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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