+18.1%
EW vs CAG
-6.8%
+24.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.0% | -1.6% | +3.7% |
| 7D | +8.3% | +9.7% | -1.4% | +7.1% |
| 30D | +13.9% | +15.8% | -1.9% | +12.0% |
| 3M | +10.9% | +1.8% | +9.1% | +10.5% |
| 6M | +19.2% | +11.5% | +7.7% | +17.7% |
| YTD | +16.6% | -6.7% | +23.3% | +14.0% |
| 1Y | +18.1% | -5.6% | +23.7% | +14.1% |
| All | +18.1% | -6.8% | +24.9% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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