+580.1%
CAG vs CPB
+349.9%
+230.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -1.8% |
| 7D | -1.8% | -4.1% | +2.3% | +0.2% |
| 30D | +9.7% | +16.9% | -7.3% | +2.2% |
| 3M | +0.5% | -0.6% | +1.0% | +0.7% |
| 6M | +8.9% | +11.4% | -2.5% | +3.7% |
| YTD | -8.4% | -14.8% | +6.5% | -1.5% |
| 1Y | -8.3% | -24.8% | +16.5% | +4.0% |
| 3Y | -36.1% | -36.6% | +0.5% | -21.9% |
| 5Y | -40.1% | -33.3% | -6.8% | -28.3% |
| 10Y | -36.9% | -40.4% | +3.5% | -22.5% |
| All | +580.1% | +349.9% | +230.2% | +242.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling