-37.6%
CAG vs CPB
-40.6%
+3.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.4% |
| 7D | -6.6% | -8.0% | +1.4% | -1.3% |
| 30D | +2.3% | -2.4% | +4.7% | +3.8% |
| 3M | +16.3% | +0.5% | +15.8% | +15.5% |
| 6M | -16.0% | -10.5% | -5.6% | -10.0% |
| YTD | -7.7% | -17.5% | +9.8% | +4.1% |
| 1Y | -16.0% | -31.0% | +15.0% | +6.4% |
| All | -37.6% | -40.6% | +3.1% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling