-11.8%
CAG vs WETO
-98.9%
+87.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -20.8% | +19.9% | -1.1% |
| 7D | -3.8% | -55.4% | +51.6% | -4.5% |
| 30D | +3.1% | -48.5% | +51.6% | +5.0% |
| 3M | +23.5% | -97.5% | +121.0% | +22.4% |
| 6M | -14.8% | -94.2% | +79.4% | -12.2% |
| YTD | -5.4% | -97.0% | +91.6% | -3.7% |
| 1Y | -11.8% | -98.9% | +87.1% | -9.9% |
| All | -11.8% | -98.9% | +87.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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