+122.5%
CAG vs BG
+1,192.5%
-1,069.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.8% |
| 7D | -5.9% | +3.7% | -9.6% | -6.4% |
| 30D | -1.5% | +12.3% | -13.9% | -3.3% |
| 3M | +11.5% | -2.2% | +13.7% | +11.5% |
| 6M | -15.7% | +5.3% | -21.0% | -16.7% |
| YTD | -10.2% | +42.4% | -52.6% | -15.3% |
| 1Y | -18.1% | +55.2% | -73.3% | -23.9% |
| 3Y | -39.4% | +21.0% | -60.4% | -42.0% |
| 5Y | -42.6% | +87.1% | -129.7% | -49.2% |
| 10Y | -35.6% | +169.8% | -205.4% | -47.8% |
| All | +122.5% | +1,192.5% | -1,069.9% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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