-37.7%
CAG vs BDX
+59.3%
-97.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -5.7% | -3.2% | -2.5% | -4.7% |
| 30D | -2.4% | -2.5% | +0.1% | -1.6% |
| 3M | +9.8% | +21.4% | -11.6% | +3.2% |
| 6M | -10.8% | +10.4% | -21.3% | -13.8% |
| YTD | -10.8% | +18.8% | -29.7% | -15.8% |
| 1Y | -19.0% | +21.7% | -40.6% | -24.1% |
| 3Y | -39.7% | -10.0% | -29.7% | -39.1% |
| 5Y | -43.0% | -1.8% | -41.2% | -44.3% |
| All | -37.7% | +59.3% | -97.0% | -43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling