+737.9%
BE vs CAG
-40.3%
+778.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -2.4% | +15.3% | +12.6% |
| 7D | +4.5% | -1.8% | +6.3% | +4.4% |
| 30D | -20.1% | +9.7% | -29.8% | -18.8% |
| 3M | -0.8% | +0.5% | -1.3% | 0.0% |
| 6M | -26.2% | +8.9% | -35.1% | -24.7% |
| YTD | +141.1% | -8.4% | +149.4% | +145.0% |
| 1Y | +64.8% | -8.3% | +73.2% | +67.5% |
| 3Y | +1,887.4% | -36.1% | +1,923.5% | +1,934.5% |
| 5Y | +518.1% | -40.1% | +558.2% | +533.9% |
| All | +737.9% | -40.3% | +778.2% | +837.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling