-37.2%
CAG vs DAR
+375.1%
-412.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.5% |
| 7D | -5.9% | +0.9% | -6.8% | -6.0% |
| 30D | -1.5% | +6.4% | -8.0% | -2.3% |
| 3M | +11.5% | +13.2% | -1.8% | +9.6% |
| 6M | -15.7% | +26.2% | -41.9% | -18.3% |
| YTD | -10.2% | +84.4% | -94.6% | -16.9% |
| 1Y | -18.1% | +112.0% | -130.1% | -25.7% |
| 3Y | -39.4% | +13.4% | -52.8% | -41.6% |
| 5Y | -42.6% | -6.0% | -36.6% | -44.6% |
| All | -37.2% | +375.1% | -412.3% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling