+934.0%
BE vs CAG
-41.5%
+975.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -4.3% |
| 7D | +9.7% | -5.9% | +15.6% | +9.0% |
| 30D | +22.4% | -1.5% | +23.9% | +22.2% |
| 3M | +10.4% | +11.5% | -1.1% | +11.7% |
| 6M | +67.9% | -15.7% | +83.5% | +69.3% |
| YTD | +197.5% | -10.2% | +207.7% | +199.5% |
| 1Y | +310.6% | -18.1% | +328.6% | +314.7% |
| 3Y | +1,657.2% | -39.4% | +1,696.6% | +1,689.9% |
| 5Y | +1,218.2% | -42.6% | +1,260.7% | +1,242.3% |
| All | +934.0% | -41.5% | +975.5% | +1,045.8% |
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