+157.1%
EWT vs CAG
-36.3%
+193.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.3% |
| 7D | +9.1% | -3.3% | +12.5% | +8.5% |
| 30D | -12.2% | +7.7% | -19.9% | -11.2% |
| 3M | -9.4% | -3.2% | -6.2% | -9.3% |
| 6M | +2.7% | +7.0% | -4.3% | +4.5% |
| YTD | +53.3% | -9.0% | +62.3% | +55.2% |
| 1Y | +59.2% | -9.6% | +68.8% | +61.1% |
| 3Y | +157.1% | -36.0% | +193.1% | +158.7% |
| All | +157.1% | -36.3% | +193.4% | +158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling