-33.8%
CAG vs D
+34.1%
-67.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | -6.6% | -0.4% | -6.2% | -6.5% |
| 30D | +2.3% | -2.1% | +4.4% | +3.0% |
| 3M | +16.3% | -0.7% | +17.0% | +16.6% |
| 6M | -16.0% | +5.6% | -21.6% | -17.8% |
| YTD | -7.7% | +14.6% | -22.3% | -12.3% |
| 1Y | -16.0% | +15.3% | -31.4% | -20.5% |
| 3Y | -37.7% | +59.1% | -96.8% | -47.9% |
| 5Y | -41.2% | +3.9% | -45.1% | -43.3% |
| 10Y | -33.8% | +38.5% | -72.3% | -43.6% |
| All | -33.8% | +34.1% | -67.9% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling