-43.5%
CAG vs WY
-22.2%
-21.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -5.7% | -4.2% | -1.5% | -4.6% |
| 30D | -2.4% | -10.1% | +7.7% | +0.3% |
| 3M | +9.8% | -8.5% | +18.3% | +12.2% |
| 6M | -10.8% | -3.3% | -7.5% | -10.3% |
| YTD | -10.8% | -4.4% | -6.4% | -10.0% |
| 1Y | -19.0% | -11.5% | -7.5% | -16.8% |
| 3Y | -39.7% | -24.3% | -15.4% | -36.8% |
| All | -43.5% | -22.2% | -21.3% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling