-39.3%
CAG vs BN
+69.2%
-108.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.6% |
| 7D | -5.9% | -5.9% | 0.0% | -5.5% |
| 30D | -1.5% | -15.1% | +13.5% | -0.6% |
| 3M | +11.5% | -14.6% | +26.0% | +12.5% |
| 6M | -15.7% | -8.4% | -7.3% | -15.4% |
| YTD | -10.2% | -16.8% | +6.6% | -9.5% |
| 1Y | -18.1% | -14.4% | -3.7% | -17.7% |
| All | -39.3% | +69.2% | -108.5% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling