-39.7%
CAG vs WU
-28.7%
-10.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -5.7% | -3.5% | -2.2% | -5.0% |
| 30D | -2.4% | -2.9% | +0.5% | -1.8% |
| 3M | +9.8% | -2.3% | +12.1% | +9.6% |
| 6M | -10.8% | -25.4% | +14.5% | -6.0% |
| YTD | -10.8% | -21.2% | +10.4% | -7.3% |
| 1Y | -19.0% | -8.9% | -10.1% | -19.0% |
| 3Y | -39.7% | -29.0% | -10.7% | -37.8% |
| All | -39.7% | -28.7% | -10.9% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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