-41.0%
CAG vs DAR
-5.1%
-35.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -6.6% | -0.2% | -6.5% | -6.6% |
| 30D | +2.3% | +7.4% | -5.1% | +1.7% |
| 3M | +16.3% | +15.7% | +0.6% | +14.9% |
| 6M | -16.0% | +30.0% | -46.1% | -18.0% |
| YTD | -7.7% | +87.5% | -95.2% | -12.6% |
| 1Y | -16.0% | +113.4% | -129.4% | -21.4% |
| 3Y | -37.7% | +15.3% | -53.0% | -39.5% |
| All | -41.0% | -5.1% | -35.8% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling