-36.0%
CAG vs BBWI
-24.0%
-12.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +1.1% |
| 7D | -3.3% | +0.1% | -3.5% | -3.4% |
| 30D | +7.7% | +12.9% | -5.2% | +6.9% |
| 3M | -3.2% | +16.0% | -19.2% | -4.1% |
| 6M | +7.0% | +16.6% | -9.7% | +5.8% |
| YTD | -9.0% | +9.7% | -18.7% | -10.0% |
| 1Y | -9.6% | +1.5% | -11.1% | -10.4% |
| 3Y | -36.0% | -21.4% | -14.6% | -39.9% |
| All | -36.0% | -24.0% | -12.0% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling