-36.0%
CAG vs BB
+147.9%
-183.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.1% |
| 7D | -3.3% | +1.8% | -5.2% | -3.2% |
| 30D | +7.7% | +8.1% | -0.5% | +8.1% |
| 3M | -3.2% | -1.0% | -2.2% | -2.9% |
| 6M | +7.0% | +45.9% | -38.9% | +8.8% |
| YTD | -9.0% | +134.8% | -143.8% | -5.6% |
| 1Y | -9.6% | +104.6% | -114.2% | -6.7% |
| 3Y | -36.0% | +152.8% | -188.8% | -33.3% |
| All | -36.0% | +147.9% | -183.9% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling