+755.0%
SW vs CAG
+70.4%
+684.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -5.1% | -3.8% | -1.3% | -4.7% |
| 30D | -4.6% | +3.1% | -7.7% | -4.9% |
| 3M | +9.4% | +23.5% | -14.1% | +7.0% |
| 6M | +3.5% | -14.8% | +18.4% | +5.0% |
| YTD | +22.0% | -5.4% | +27.5% | +22.6% |
| 1Y | +2.2% | -11.8% | +14.0% | +3.3% |
| 3Y | +19.6% | -36.7% | +56.2% | +23.4% |
| 5Y | -2.3% | -40.3% | +37.9% | +0.5% |
| 10Y | +181.4% | -37.0% | +218.4% | +181.4% |
| All | +755.0% | +70.4% | +684.6% | +655.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling