+601.8%
CAG vs CPB
+325.7%
+276.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.7% |
| 7D | -3.8% | -8.6% | +4.8% | +0.2% |
| 30D | +3.1% | -7.2% | +10.4% | +6.7% |
| 3M | +23.5% | +0.9% | +22.6% | +23.0% |
| 6M | -14.8% | -11.8% | -3.0% | -9.8% |
| YTD | -5.4% | -19.4% | +14.0% | +4.2% |
| 1Y | -11.8% | -30.4% | +18.6% | +3.6% |
| 3Y | -36.7% | -40.2% | +3.5% | -20.5% |
| 5Y | -40.3% | -39.5% | -0.8% | -25.3% |
| 10Y | -37.0% | -47.4% | +10.4% | -18.4% |
| All | +601.8% | +325.7% | +276.1% | +262.1% |
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