-43.5%
CAG vs TW
+19.5%
-63.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -5.7% | -4.5% | -1.2% | -5.4% |
| 30D | -2.4% | -2.3% | -0.1% | -2.3% |
| 3M | +9.8% | +2.6% | +7.2% | +9.6% |
| 6M | -10.8% | -17.5% | +6.7% | -9.9% |
| YTD | -10.8% | -5.3% | -5.5% | -10.6% |
| 1Y | -19.0% | -14.8% | -4.2% | -18.2% |
| 3Y | -39.7% | +18.8% | -58.5% | -41.0% |
| All | -43.5% | +19.5% | -63.0% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling