+513.6%
EWT vs CAG
-36.2%
+549.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -1.1% | -5.7% | +4.6% | -0.9% |
| 30D | +4.5% | -2.4% | +6.9% | +4.5% |
| 3M | +8.3% | +9.8% | -1.5% | +7.6% |
| 6M | +54.2% | -10.8% | +65.1% | +55.4% |
| YTD | +74.6% | -10.8% | +85.4% | +75.6% |
| 1Y | +84.9% | -19.0% | +103.9% | +87.2% |
| 3Y | +197.5% | -39.7% | +237.2% | +206.4% |
| 5Y | +150.6% | -43.0% | +193.6% | +158.5% |
| All | +513.6% | -36.2% | +549.8% | +521.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling