-5.6%
CAG vs TW
+20.8%
-26.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.0% | +5.0% | +5.9% |
| 7D | +9.7% | +6.0% | +3.7% | +9.3% |
| 30D | +15.8% | +18.6% | -2.8% | +14.9% |
| 3M | +1.8% | +26.5% | -24.7% | +0.8% |
| 6M | +11.5% | +13.1% | -1.6% | +11.1% |
| YTD | -6.7% | +18.5% | -25.3% | -4.8% |
| 1Y | -5.6% | +21.7% | -27.3% | -4.2% |
| All | -5.6% | +20.8% | -26.4% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling