+580.1%
CAG vs D
+2,429.9%
-1,849.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -1.8% | -2.4% | +0.7% | -0.9% |
| 30D | +9.7% | +9.0% | +0.7% | +6.7% |
| 3M | +0.5% | +1.0% | -0.5% | +0.3% |
| 6M | +8.9% | +11.0% | -2.1% | +5.0% |
| YTD | -8.4% | +19.8% | -28.1% | -13.9% |
| 1Y | -8.3% | +16.0% | -24.3% | -13.0% |
| 3Y | -36.1% | +74.4% | -110.5% | -47.7% |
| 5Y | -40.1% | +13.5% | -53.7% | -43.9% |
| 10Y | -36.9% | +48.4% | -85.2% | -47.7% |
| All | +580.1% | +2,429.9% | -1,849.8% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling