-43.5%
CAG vs BEN
+36.0%
-79.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -5.7% | -3.1% | -2.6% | -5.3% |
| 30D | -2.4% | +0.2% | -2.6% | -2.5% |
| 3M | +9.8% | +6.8% | +2.9% | +8.8% |
| 6M | -10.8% | +38.1% | -48.9% | -14.6% |
| YTD | -10.8% | +44.3% | -55.2% | -15.1% |
| 1Y | -19.0% | +42.6% | -61.5% | -22.8% |
| 3Y | -39.7% | +52.3% | -92.0% | -43.6% |
| All | -43.5% | +36.0% | -79.5% | -47.6% |
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