+97.9%
EWT vs CAG
-13.1%
+111.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.7% |
| 7D | +4.0% | -3.8% | +7.8% | +3.2% |
| 30D | +10.3% | +3.1% | +7.2% | +11.0% |
| 3M | +6.1% | +23.5% | -17.4% | +10.4% |
| 6M | +56.6% | -14.8% | +71.5% | +59.8% |
| YTD | +76.6% | -5.4% | +82.0% | +81.6% |
| 1Y | +97.9% | -11.8% | +109.7% | +102.4% |
| All | +97.9% | -13.1% | +111.0% | +102.4% |
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 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