+585.0%
CAG vs WY
+673.4%
-88.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -6.6% | -1.7% | -4.9% | -6.3% |
| 30D | +2.3% | -9.9% | +12.2% | +4.4% |
| 3M | +16.3% | -7.5% | +23.8% | +17.9% |
| 6M | -16.0% | -5.1% | -10.9% | -15.3% |
| YTD | -7.7% | -2.1% | -5.6% | -7.5% |
| 1Y | -16.0% | -7.3% | -8.7% | -15.0% |
| 3Y | -37.7% | -22.6% | -15.1% | -35.2% |
| 5Y | -41.2% | -19.8% | -21.4% | -40.0% |
| 10Y | -33.8% | +9.6% | -43.4% | -39.3% |
| All | +585.0% | +673.4% | -88.4% | +240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling