-37.7%
CAG vs DD
+66.6%
-104.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -5.7% | -3.5% | -2.2% | -5.2% |
| 30D | -2.4% | -11.7% | +9.2% | -0.5% |
| 3M | +9.8% | -9.2% | +19.0% | +11.4% |
| 6M | -10.8% | -7.2% | -3.7% | -10.1% |
| YTD | -10.8% | +6.6% | -17.4% | -12.2% |
| 1Y | -19.0% | +32.0% | -51.0% | -23.0% |
| 3Y | -39.7% | +42.1% | -81.8% | -44.2% |
| 5Y | -43.0% | +58.1% | -101.0% | -49.0% |
| All | -37.7% | +66.6% | -104.3% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling