+146.1%
EWT vs CAG
-42.8%
+188.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.6% |
| 7D | -1.1% | -5.9% | +4.8% | -1.3% |
| 30D | +4.8% | -1.5% | +6.3% | +4.7% |
| 3M | +11.1% | +11.5% | -0.3% | +11.6% |
| 6M | +54.6% | -15.7% | +70.3% | +55.9% |
| YTD | +71.4% | -10.2% | +81.7% | +72.6% |
| 1Y | +82.1% | -18.1% | +100.2% | +83.7% |
| 3Y | +193.2% | -39.4% | +232.6% | +197.0% |
| 5Y | +146.1% | -42.6% | +188.7% | +151.7% |
| All | +146.1% | -42.8% | +188.9% | +151.7% |
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 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