-11.8%
CAG vs DD
+41.5%
-53.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -3.8% | -3.5% | -0.3% | -3.5% |
| 30D | +3.1% | -10.3% | +13.4% | +4.2% |
| 3M | +23.5% | -7.5% | +31.0% | +24.1% |
| 6M | -14.8% | -8.0% | -6.8% | -14.8% |
| YTD | -5.4% | +10.5% | -15.9% | -5.9% |
| 1Y | -11.8% | +38.3% | -50.1% | -11.7% |
| All | -11.8% | +41.5% | -53.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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