-5.6%
CAG vs BB
+88.0%
-93.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.0% | -1.0% | +6.3% |
| 7D | +9.7% | -6.8% | +16.5% | +9.3% |
| 30D | +15.8% | -3.5% | +19.3% | +15.5% |
| 3M | +1.8% | -1.2% | +3.0% | +1.9% |
| 6M | +11.5% | +57.0% | -45.5% | +10.3% |
| YTD | -6.7% | +131.1% | -137.9% | -7.2% |
| 1Y | -5.6% | +87.6% | -93.2% | -4.8% |
| All | -5.6% | +88.0% | -93.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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