+275.3%
CAG vs DAR
+1,499.7%
-1,224.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.2% |
| 7D | -3.3% | +11.6% | -14.9% | -3.6% |
| 30D | +7.7% | -10.2% | +17.9% | +7.9% |
| 3M | -3.2% | -14.8% | +11.7% | -2.8% |
| 6M | +7.0% | -10.1% | +17.0% | +7.2% |
| YTD | -9.0% | +55.5% | -64.5% | -10.2% |
| 1Y | -9.6% | +61.7% | -71.3% | -10.9% |
| 3Y | -36.0% | +37.2% | -73.1% | -36.9% |
| 5Y | -40.9% | -26.9% | -13.9% | -41.0% |
| 10Y | -37.3% | +314.4% | -351.7% | -40.3% |
| All | +275.3% | +1,499.7% | -1,224.5% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling