+71.2%
CAG vs BB
+258.8%
-187.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.8% | -5.6% | +1.8% | -3.7% |
| 30D | +3.1% | -11.8% | +14.9% | +3.4% |
| 3M | +23.5% | -25.5% | +49.0% | +24.0% |
| 6M | -14.8% | +121.3% | -136.1% | -16.5% |
| YTD | -5.4% | +103.2% | -108.6% | -7.2% |
| 1Y | -11.8% | +102.6% | -114.4% | -13.5% |
| 3Y | -36.7% | +37.5% | -74.2% | -37.9% |
| 5Y | -40.3% | -30.4% | -9.8% | -40.8% |
| 10Y | -37.0% | 0.0% | -37.0% | -39.5% |
| All | +71.2% | +258.8% | -187.6% | +61.6% |
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