+7,464.4%
EW vs CAG
+218.3%
+7,246.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +9.3% | +6.6% | +2.6% | +7.8% |
| 30D | +22.1% | +13.9% | +8.2% | +18.6% |
| 3M | +13.0% | +4.0% | +9.0% | +11.8% |
| 6M | +30.1% | +10.0% | +20.1% | +26.9% |
| YTD | +22.0% | -6.1% | +28.1% | +22.3% |
| 1Y | +23.7% | -4.3% | +28.0% | +23.5% |
| 3Y | +62.0% | -34.6% | +96.5% | +73.0% |
| 5Y | -12.4% | -39.4% | +27.0% | -5.6% |
| 10Y | +236.1% | -34.2% | +270.2% | +239.5% |
| All | +7,464.4% | +218.3% | +7,246.1% | +5,824.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling