+585.0%
CAG vs BEN
+4,825.3%
-4,240.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -6.6% | +3.4% | -10.0% | -7.2% |
| 30D | +2.3% | +1.8% | +0.5% | +1.9% |
| 3M | +16.3% | +8.4% | +7.9% | +14.5% |
| 6M | -16.0% | +35.6% | -51.7% | -20.7% |
| YTD | -7.7% | +46.4% | -54.1% | -14.1% |
| 1Y | -16.0% | +46.3% | -62.4% | -22.0% |
| 3Y | -37.7% | +54.6% | -92.3% | -43.5% |
| 5Y | -41.2% | +39.4% | -80.6% | -46.7% |
| 10Y | -33.8% | +57.6% | -91.4% | -43.6% |
| All | +585.0% | +4,825.3% | -4,240.3% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling