+101.0%
CB vs CAG
-40.1%
+141.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +0.5% | -3.8% | +4.3% | +1.4% |
| 30D | -3.1% | +3.1% | -6.2% | -4.0% |
| 3M | +9.0% | +23.5% | -14.5% | +2.7% |
| 6M | +2.9% | -14.8% | +17.7% | +6.7% |
| YTD | +10.1% | -5.4% | +15.5% | +10.7% |
| 1Y | +22.8% | -11.8% | +34.6% | +25.7% |
| 3Y | +73.8% | -36.7% | +110.5% | +94.3% |
| All | +101.0% | -40.1% | +141.1% | +122.5% |
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 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