-1.6%
SW vs CAG
-38.7%
+37.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.3% | -1.9% |
| 7D | +4.7% | +11.4% | -6.7% | +3.1% |
| 30D | +5.0% | +16.7% | -11.7% | +2.9% |
| 3M | -7.3% | +4.5% | -11.9% | -8.1% |
| 6M | +15.0% | +13.3% | +1.6% | +13.2% |
| YTD | +18.5% | -4.2% | +22.7% | +18.8% |
| 1Y | +27.1% | -2.9% | +30.1% | +27.4% |
| 3Y | +49.3% | -33.2% | +82.5% | +49.1% |
| 5Y | -1.6% | -38.4% | +36.7% | -1.4% |
| All | -1.6% | -38.7% | +37.0% | -1.4% |
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 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