+601.8%
CAG vs D
+2,347.4%
-1,745.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | +23.5% | -1.0% | +24.5% | +23.8% |
| 6M | -14.8% | +6.3% | -21.1% | -16.8% |
| YTD | -5.4% | +14.7% | -20.1% | -10.0% |
| 1Y | -11.8% | +16.9% | -28.7% | -16.7% |
| 3Y | -36.7% | +56.8% | -93.5% | -46.4% |
| 5Y | -40.3% | +5.2% | -45.5% | -42.7% |
| 10Y | -37.0% | +35.9% | -72.9% | -46.3% |
| All | +601.8% | +2,347.4% | -1,745.6% | +58.6% |
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 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