+85.4%
BE vs CAG
-9.3%
+94.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.2% | -3.5% |
| 7D | +10.8% | -3.3% | +14.2% | +7.0% |
| 30D | -19.8% | +7.7% | -27.4% | -10.7% |
| 3M | -18.7% | -3.2% | -15.5% | -18.5% |
| 6M | -33.7% | +7.0% | -40.7% | -22.0% |
| YTD | +121.0% | -9.0% | +129.9% | +124.8% |
| 1Y | +85.4% | -9.6% | +95.0% | +85.6% |
| All | +85.4% | -9.3% | +94.7% | +85.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling