+6,646.7%
CB vs CAG
+358.3%
+6,288.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +0.5% | -3.8% | +4.3% | +1.6% |
| 30D | -3.1% | +3.1% | -6.2% | -4.1% |
| 3M | +9.0% | +23.5% | -14.5% | +2.1% |
| 6M | +2.9% | -14.8% | +17.7% | +6.9% |
| 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% | +93.6% |
| 5Y | +99.2% | -40.3% | +139.4% | +124.2% |
| 10Y | +218.2% | -37.0% | +255.2% | +234.4% |
| All | +6,646.7% | +358.3% | +6,288.4% | +4,469.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling