+64.8%
CAG vs BB
+314.8%
-250.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.3% |
| 7D | -3.3% | +1.8% | -5.2% | -3.4% |
| 30D | +7.7% | +8.1% | -0.5% | +7.4% |
| 3M | -3.2% | -1.0% | -2.2% | -3.3% |
| 6M | +7.0% | +45.9% | -38.9% | +5.7% |
| YTD | -9.0% | +134.8% | -143.8% | -11.0% |
| 1Y | -9.6% | +104.6% | -114.2% | -11.4% |
| 3Y | -36.0% | +152.8% | -188.8% | -38.1% |
| 5Y | -40.9% | -17.4% | -23.4% | -41.7% |
| 10Y | -37.3% | +22.4% | -59.7% | -40.1% |
| All | +64.8% | +314.8% | -250.0% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling