-37.7%
CAG vs WY
+7.6%
-45.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -5.7% | -4.2% | -1.5% | -4.8% |
| 30D | -2.4% | -10.1% | +7.7% | -0.1% |
| 3M | +9.8% | -8.5% | +18.3% | +11.8% |
| 6M | -10.8% | -3.3% | -7.5% | -10.4% |
| YTD | -10.8% | -4.4% | -6.4% | -10.1% |
| 1Y | -19.0% | -11.5% | -7.5% | -17.0% |
| 3Y | -39.7% | -24.3% | -15.4% | -36.8% |
| 5Y | -43.0% | -21.3% | -21.7% | -41.5% |
| All | -37.7% | +7.6% | -45.2% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling