+566.4%
CAG vs BDX
+5,136.8%
-4,570.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.3% |
| 7D | -5.9% | -5.4% | -0.5% | -4.6% |
| 30D | -1.5% | -2.2% | +0.6% | -1.0% |
| 3M | +11.5% | +20.1% | -8.6% | +6.6% |
| 6M | -15.7% | +9.1% | -24.7% | -17.5% |
| YTD | -10.2% | +17.9% | -28.1% | -13.9% |
| 1Y | -18.1% | +22.1% | -40.1% | -22.1% |
| 3Y | -39.4% | -10.5% | -28.9% | -38.7% |
| 5Y | -42.6% | -2.6% | -40.0% | -43.3% |
| 10Y | -35.6% | +57.5% | -93.1% | -43.9% |
| All | +566.4% | +5,136.8% | -4,570.3% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling