-39.7%
CAG vs BB
+64.9%
-104.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.6% |
| 7D | -5.7% | -0.4% | -5.3% | -5.7% |
| 30D | -2.4% | -12.5% | +10.1% | -2.8% |
| 3M | +9.8% | -17.4% | +27.2% | +9.3% |
| 6M | -10.8% | +119.1% | -130.0% | -8.7% |
| YTD | -10.8% | +102.4% | -113.2% | -8.9% |
| 1Y | -19.0% | +98.2% | -117.1% | -17.2% |
| 3Y | -39.7% | +46.9% | -86.6% | -37.7% |
| All | -39.7% | +64.9% | -104.6% | -37.7% |
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