-5.6%
CAG vs BDX
+54.0%
-59.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.6% | +0.4% | +3.1% |
| 7D | +9.7% | +7.2% | +2.5% | +6.0% |
| 30D | +15.8% | +15.8% | 0.0% | +8.2% |
| 3M | +1.8% | +23.7% | -21.9% | -7.8% |
| 6M | +11.5% | +44.8% | -33.3% | -6.0% |
| YTD | -6.7% | +39.8% | -46.5% | -20.5% |
| 1Y | -5.6% | +52.3% | -58.0% | -22.8% |
| All | -5.6% | +54.0% | -59.6% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling