-62.1%
W vs CAG
-40.6%
-21.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.8% |
| 7D | +6.5% | -5.3% | +11.8% | +7.3% |
| 30D | -6.2% | +1.0% | -7.2% | -6.4% |
| 3M | +48.9% | +17.4% | +31.5% | +45.9% |
| 6M | +31.2% | -16.8% | +48.0% | +34.5% |
| YTD | -0.4% | -6.8% | +6.3% | -0.7% |
| 1Y | +14.8% | -15.4% | +30.2% | +16.7% |
| 3Y | +40.5% | -37.1% | +77.6% | +49.3% |
| 5Y | -62.1% | -41.3% | -20.9% | -57.2% |
| All | -62.1% | -40.6% | -21.5% | -57.2% |
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 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