+103.2%
CB vs CAG
-39.4%
+142.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.3% |
| 7D | +0.2% | +5.8% | -5.6% | -1.3% |
| 30D | +9.1% | +16.4% | -7.3% | +4.8% |
| 3M | +3.4% | +3.8% | -0.4% | +2.0% |
| 6M | +14.1% | +10.8% | +3.3% | +10.3% |
| YTD | +18.0% | -5.8% | +23.8% | +18.4% |
| 1Y | +30.1% | -2.4% | +32.5% | +29.2% |
| 3Y | +71.8% | -33.4% | +105.2% | +88.0% |
| All | +103.2% | -39.4% | +142.6% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling