+911.5%
BE vs CAG
-38.4%
+949.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.2% | +7.3% |
| 7D | +20.0% | -3.8% | +23.8% | +19.5% |
| 30D | +7.9% | +3.1% | +4.8% | +8.3% |
| 3M | -13.2% | +23.5% | -36.7% | -11.5% |
| 6M | +53.5% | -14.8% | +68.3% | +55.6% |
| YTD | +191.0% | -5.4% | +196.5% | +194.7% |
| 1Y | +360.5% | -11.8% | +372.3% | +367.2% |
| 3Y | +1,568.0% | -36.7% | +1,604.7% | +1,610.1% |
| 5Y | +1,055.2% | -40.3% | +1,095.4% | +1,085.4% |
| All | +911.5% | -38.4% | +949.9% | +1,027.2% |
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