-11.8%
CAG vs DAR
+104.4%
-116.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -3.8% | +1.4% | -5.1% | -3.8% |
| 30D | +3.1% | +12.8% | -9.7% | +2.3% |
| 3M | +23.5% | +7.4% | +16.1% | +22.9% |
| 6M | -14.8% | +22.3% | -37.1% | -16.6% |
| YTD | -5.4% | +81.1% | -86.5% | -12.7% |
| 1Y | -11.8% | +106.5% | -118.3% | -19.9% |
| All | -11.8% | +104.4% | -116.2% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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