+27.1%
SW vs CAG
-4.1%
+31.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | +2.3% | +5.8% | -3.5% | +0.3% |
| 30D | +6.8% | +16.4% | -9.6% | +1.1% |
| 3M | -5.2% | +3.8% | -9.0% | -6.8% |
| 6M | +7.4% | +10.8% | -3.4% | +4.1% |
| YTD | +17.4% | -5.8% | +23.2% | +22.2% |
| 1Y | +27.1% | -2.4% | +29.5% | +28.6% |
| All | +27.1% | -4.1% | +31.2% | +28.6% |
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