+59.2%
CAG vs BAH
+878.1%
-818.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -6.6% | -1.3% | -5.3% | -6.4% |
| 30D | +2.3% | -6.6% | +8.9% | +3.3% |
| 3M | +16.3% | -7.2% | +23.5% | +17.3% |
| 6M | -16.0% | -10.0% | -6.0% | -15.1% |
| YTD | -7.7% | -12.5% | +4.8% | -7.0% |
| 1Y | -16.0% | -27.9% | +11.9% | -12.8% |
| 3Y | -37.7% | -31.4% | -6.3% | -36.4% |
| 5Y | -41.2% | -3.2% | -38.0% | -44.2% |
| 10Y | -33.8% | +191.5% | -225.3% | -47.7% |
| All | +59.2% | +878.1% | -818.9% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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