+73.0%
CB vs CAG
-37.1%
+110.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | 0.0% | -6.2% | +6.2% | +1.4% |
| 30D | +7.4% | +7.4% | 0.0% | +5.7% |
| 3M | +8.6% | -1.6% | +10.2% | +8.6% |
| 6M | +16.1% | +6.3% | +9.8% | +13.9% |
| YTD | +20.2% | -10.1% | +30.3% | +21.4% |
| 1Y | +27.2% | -10.2% | +37.4% | +28.5% |
| All | +73.0% | -37.1% | +110.1% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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