-37.7%
CAG vs BTG
+159.3%
-196.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -5.7% | -3.8% | -1.9% | -5.5% |
| 30D | -2.4% | +3.6% | -6.0% | -2.6% |
| 3M | +9.8% | +32.0% | -22.2% | +8.1% |
| 6M | -10.8% | +3.4% | -14.2% | -11.4% |
| YTD | -10.8% | +20.8% | -31.6% | -12.2% |
| 1Y | -19.0% | +22.4% | -41.4% | -20.4% |
| 3Y | -39.7% | +91.7% | -131.4% | -42.5% |
| 5Y | -43.0% | +79.0% | -122.0% | -45.8% |
| All | -37.7% | +159.3% | -196.9% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling