+575.5%
CAG vs BN
+15,531.3%
-14,955.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | -3.3% | -1.0% | -2.4% | -3.2% |
| 30D | +7.7% | +14.0% | -6.3% | +5.4% |
| 3M | -3.2% | -9.0% | +5.8% | -1.8% |
| 6M | +7.0% | -8.8% | +15.8% | +8.3% |
| YTD | -9.0% | -10.3% | +1.3% | -8.0% |
| 1Y | -9.6% | -5.8% | -3.8% | -9.3% |
| 3Y | -36.0% | +94.8% | -130.8% | -44.0% |
| 5Y | -40.9% | +31.5% | -72.3% | -45.7% |
| 10Y | -37.3% | +291.9% | -329.2% | -53.7% |
| All | +575.5% | +15,531.3% | -14,955.8% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling