-35.7%
CAG vs D
+63.9%
-99.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -3.8% | +1.5% | -5.2% | -4.3% |
| 30D | +3.1% | -2.6% | +5.7% | +4.1% |
| 3M | +23.5% | 0.0% | +23.5% | +23.4% |
| 6M | -14.8% | +7.4% | -22.2% | -17.2% |
| YTD | -5.4% | +15.9% | -21.3% | -10.7% |
| 1Y | -11.8% | +18.1% | -29.9% | -17.4% |
| All | -35.7% | +63.9% | -99.5% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling