-11.8%
CAG vs D
+15.7%
-27.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | -3.8% | +0.4% | -4.2% | -4.0% |
| 30D | +3.1% | -3.6% | +6.7% | +4.5% |
| 3M | +23.5% | -1.0% | +24.5% | +23.9% |
| 6M | -14.8% | +6.3% | -21.1% | -16.9% |
| YTD | -5.4% | +14.7% | -20.1% | -10.6% |
| 1Y | -11.8% | +16.9% | -28.7% | -15.3% |
| All | -11.8% | +15.7% | -27.5% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling