-37.7%
CAG vs BBWI
-55.0%
+17.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -1.0% |
| 7D | -5.7% | -4.8% | -0.9% | -5.5% |
| 30D | -2.4% | +3.5% | -5.9% | -2.7% |
| 3M | +9.8% | -0.3% | +10.1% | +9.7% |
| 6M | -10.8% | -5.4% | -5.5% | -10.9% |
| YTD | -10.8% | -4.7% | -6.1% | -11.0% |
| 1Y | -19.0% | -30.5% | +11.5% | -18.1% |
| 3Y | -39.7% | -44.3% | +4.6% | -39.1% |
| 5Y | -43.0% | -66.9% | +23.9% | -41.6% |
| All | -37.7% | -55.0% | +17.3% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling