-5.6%
CAG vs DG
+45.3%
-50.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +8.5% | -2.6% | +3.3% |
| 7D | +9.7% | +12.3% | -2.6% | +5.9% |
| 30D | +15.8% | +19.3% | -3.5% | +10.3% |
| 3M | +1.8% | +11.9% | -10.1% | -1.7% |
| 6M | +11.5% | +25.0% | -13.5% | +4.9% |
| YTD | -6.7% | +8.7% | -15.5% | -9.1% |
| 1Y | -5.6% | +44.7% | -50.3% | -12.8% |
| All | -5.6% | +45.3% | -50.9% | -12.8% |
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