+52.4%
CAG vs BR
+1,278.7%
-1,226.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -5.7% | -3.0% | -2.7% | -5.0% |
| 30D | -2.4% | -0.3% | -2.1% | -2.4% |
| 3M | +9.8% | +17.3% | -7.5% | +5.5% |
| 6M | -10.8% | -6.7% | -4.1% | -9.8% |
| YTD | -10.8% | -23.4% | +12.6% | -5.6% |
| 1Y | -19.0% | -32.7% | +13.7% | -11.6% |
| 3Y | -39.7% | -5.9% | -33.8% | -39.7% |
| 5Y | -43.0% | +8.4% | -51.4% | -45.8% |
| 10Y | -36.0% | +189.2% | -225.2% | -53.5% |
| All | +52.4% | +1,278.7% | -1,226.3% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling