-11.8%
CAG vs DG
+23.4%
-35.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -3.8% | +8.4% | -12.2% | -5.6% |
| 30D | +3.1% | +4.9% | -1.8% | +1.9% |
| 3M | +23.5% | +29.3% | -5.9% | +17.5% |
| 6M | -14.8% | -11.3% | -3.6% | -14.7% |
| YTD | -5.4% | +1.8% | -7.2% | -6.0% |
| 1Y | -11.8% | +25.3% | -37.1% | -15.2% |
| All | -11.8% | +23.4% | -35.2% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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