+601.8%
CAG vs BN
+15,251.3%
-14,649.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -3.8% | -2.5% | -1.3% | -3.4% |
| 30D | +3.1% | -9.5% | +12.6% | +4.7% |
| 3M | +23.5% | -10.4% | +33.9% | +25.5% |
| 6M | -14.8% | -6.4% | -8.5% | -14.3% |
| YTD | -5.4% | -11.9% | +6.4% | -4.1% |
| 1Y | -11.8% | -8.6% | -3.2% | -11.3% |
| 3Y | -36.7% | +77.6% | -114.2% | -43.8% |
| 5Y | -40.3% | +37.0% | -77.3% | -45.6% |
| 10Y | -37.0% | +266.4% | -303.4% | -52.9% |
| All | +601.8% | +15,251.3% | -14,649.5% | +211.3% |
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