-39.7%
CAG vs TW
+19.1%
-58.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -5.7% | -4.5% | -1.2% | -5.6% |
| 30D | -2.4% | -2.3% | -0.1% | -2.4% |
| 3M | +9.8% | +2.6% | +7.2% | +9.9% |
| 6M | -10.8% | -17.5% | +6.7% | -10.5% |
| YTD | -10.8% | -5.3% | -5.5% | -10.4% |
| 1Y | -19.0% | -14.8% | -4.2% | -18.4% |
| 3Y | -39.7% | +18.8% | -58.5% | -37.8% |
| All | -39.7% | +19.1% | -58.7% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling