+171.0%
W vs CAG
-36.3%
+207.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +0.2% | -3.3% | +3.5% | +0.6% |
| 30D | +6.8% | +7.7% | -0.9% | +5.8% |
| 3M | +10.7% | -3.2% | +13.8% | +10.9% |
| 6M | +86.3% | +7.0% | +79.4% | +85.0% |
| YTD | +11.5% | -9.0% | +20.4% | +10.7% |
| 1Y | +5.1% | -9.6% | +14.7% | +4.6% |
| 3Y | +171.0% | -36.0% | +207.0% | +207.2% |
| All | +171.0% | -36.3% | +207.3% | +207.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling