+641.7%
BE vs CAG
-38.9%
+680.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.5% |
| 7D | -13.4% | +6.6% | -20.0% | -12.4% |
| 30D | -33.9% | +13.9% | -47.8% | -32.4% |
| 3M | -12.0% | +4.0% | -16.0% | -10.9% |
| 6M | -29.0% | +10.0% | -39.0% | -27.3% |
| YTD | +113.4% | -6.1% | +119.5% | +117.6% |
| 1Y | +33.2% | -4.3% | +37.5% | +35.6% |
| 3Y | +1,659.2% | -34.6% | +1,693.8% | +1,706.7% |
| 5Y | +461.4% | -39.4% | +500.8% | +478.8% |
| All | +641.7% | -38.9% | +680.6% | +732.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling