+601.8%
CAG vs DD
+961.9%
-360.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | -3.8% | -3.5% | -0.3% | -3.2% |
| 30D | +3.1% | -10.3% | +13.4% | +5.2% |
| 3M | +23.5% | -7.5% | +31.0% | +25.1% |
| 6M | -14.8% | -8.0% | -6.8% | -13.9% |
| YTD | -5.4% | +10.5% | -15.9% | -7.7% |
| 1Y | -11.8% | +38.3% | -50.1% | -17.6% |
| 3Y | -36.7% | +42.5% | -79.1% | -42.1% |
| 5Y | -40.3% | +60.2% | -100.4% | -47.3% |
| 10Y | -37.0% | +68.9% | -105.9% | -47.4% |
| All | +601.8% | +961.9% | -360.1% | +211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling