+601.8%
CAG vs BBWI
+1,034.6%
-432.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.2% |
| 7D | -3.8% | +1.5% | -5.3% | -4.0% |
| 30D | +3.1% | -5.2% | +8.3% | +3.6% |
| 3M | +23.5% | +11.1% | +12.4% | +21.8% |
| 6M | -14.8% | -13.4% | -1.5% | -14.2% |
| YTD | -5.4% | +0.1% | -5.5% | -6.4% |
| 1Y | -11.8% | -36.1% | +24.3% | -9.2% |
| 3Y | -36.7% | -44.1% | +7.4% | -35.4% |
| 5Y | -40.3% | -66.2% | +26.0% | -37.3% |
| 10Y | -37.0% | -54.8% | +17.8% | -41.0% |
| All | +601.8% | +1,034.6% | -432.8% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling