+1,251.0%
BE vs CAG
-40.6%
+1,291.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.4% | +11.1% | +9.0% |
| 7D | +29.8% | -5.3% | +35.0% | +26.9% |
| 30D | +26.4% | +1.0% | +25.4% | +27.2% |
| 3M | +9.3% | +17.4% | -8.0% | +19.0% |
| 6M | +105.1% | -16.8% | +121.9% | +104.2% |
| YTD | +219.0% | -6.8% | +225.8% | +228.1% |
| 1Y | +418.8% | -15.4% | +434.1% | +427.5% |
| 3Y | +1,784.6% | -37.1% | +1,821.7% | +1,715.7% |
| 5Y | +1,251.0% | -41.3% | +1,292.2% | +1,279.9% |
| All | +1,251.0% | -40.6% | +1,291.6% | +1,279.9% |
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 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