-37.7%
CAG vs BEN
+56.6%
-94.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -5.7% | -3.1% | -2.6% | -5.2% |
| 30D | -2.4% | +0.2% | -2.6% | -2.5% |
| 3M | +9.8% | +6.8% | +2.9% | +8.4% |
| 6M | -10.8% | +38.1% | -48.9% | -15.8% |
| YTD | -10.8% | +44.3% | -55.2% | -16.6% |
| 1Y | -19.0% | +42.6% | -61.5% | -24.1% |
| 3Y | -39.7% | +52.3% | -92.0% | -45.0% |
| 5Y | -43.0% | +37.6% | -80.6% | -48.1% |
| All | -37.7% | +56.6% | -94.3% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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