-29.4%
EW vs CAG
-40.6%
+11.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.4% |
| 7D | -4.4% | -5.3% | +0.8% | -3.8% |
| 30D | -3.3% | +1.0% | -4.3% | -3.5% |
| 3M | +1.0% | +17.4% | -16.4% | -1.0% |
| 6M | +6.2% | -16.8% | +23.0% | +8.1% |
| YTD | +1.7% | -6.8% | +8.5% | +1.9% |
| 1Y | +8.1% | -15.4% | +23.5% | +9.5% |
| 3Y | +17.1% | -37.1% | +54.2% | +22.1% |
| 5Y | -29.4% | -41.3% | +11.9% | -27.1% |
| All | -29.4% | -40.6% | +11.3% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling