-39.7%
CAG vs BR
-5.3%
-34.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -5.7% | -3.0% | -2.7% | -5.1% |
| 30D | -2.4% | -0.3% | -2.1% | -2.4% |
| 3M | +9.8% | +17.3% | -7.5% | +5.8% |
| 6M | -10.8% | -6.7% | -4.1% | -10.0% |
| YTD | -10.8% | -23.4% | +12.6% | -5.7% |
| 1Y | -19.0% | -32.7% | +13.7% | -11.6% |
| 3Y | -39.7% | -5.9% | -33.8% | -39.4% |
| All | -39.7% | -5.3% | -34.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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