-37.2%
CAG vs CPB
-45.5%
+8.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -0.1% |
| 7D | -5.9% | -5.4% | -0.5% | -2.7% |
| 30D | -1.5% | -7.8% | +6.3% | +3.3% |
| 3M | +11.5% | -6.9% | +18.4% | +16.3% |
| 6M | -15.7% | -12.2% | -3.5% | -9.0% |
| YTD | -10.2% | -21.1% | +10.9% | +3.1% |
| 1Y | -18.1% | -33.5% | +15.4% | +4.0% |
| 3Y | -39.4% | -43.2% | +3.8% | -16.1% |
| 5Y | -42.6% | -40.9% | -1.7% | -22.6% |
| All | -37.2% | -45.5% | +8.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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