+35.3%
W vs CAG
-37.6%
+72.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | +5.9% | -6.6% | +12.5% | +6.7% |
| 30D | -3.0% | +2.3% | -5.3% | -3.4% |
| 3M | +40.3% | +16.3% | +24.0% | +38.8% |
| 6M | +32.2% | -16.0% | +48.3% | +34.4% |
| YTD | -0.3% | -7.7% | +7.4% | -1.0% |
| 1Y | +16.2% | -16.0% | +32.2% | +17.4% |
| All | +35.3% | -37.6% | +72.9% | +39.9% |
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