+21.5%
SW vs CAG
+9.7%
+11.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.0% | -1.9% | +2.4% |
| 7D | +12.1% | +9.7% | +2.4% | +9.2% |
| 30D | +6.6% | +15.8% | -9.2% | +2.4% |
| 3M | -6.0% | +1.8% | -7.8% | -6.9% |
| 6M | +21.5% | +11.5% | +10.0% | +22.6% |
| All | +21.5% | +9.7% | +11.8% | +22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling