-43.5%
CAG vs DD
+56.1%
-99.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | +9.8% | -9.2% | +19.0% | +11.2% |
| 6M | -10.8% | -7.2% | -3.7% | -10.3% |
| YTD | -10.8% | +6.6% | -17.4% | -12.1% |
| 1Y | -19.0% | +32.0% | -51.0% | -22.6% |
| 3Y | -39.7% | +42.1% | -81.8% | -44.0% |
| All | -43.5% | +56.1% | -99.6% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling