-41.0%
CAG vs BEN
+28.2%
-69.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -3.3% | +6.8% | -10.1% | -4.0% |
| 30D | +7.7% | +18.0% | -10.3% | +5.6% |
| 3M | -3.2% | +7.5% | -10.6% | -4.1% |
| 6M | +7.0% | +14.7% | -7.7% | +5.0% |
| YTD | -9.0% | +56.1% | -65.1% | -14.1% |
| 1Y | -9.6% | +69.6% | -79.2% | -15.6% |
| 3Y | -36.0% | +87.7% | -123.7% | -41.7% |
| All | -41.0% | +28.2% | -69.2% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling