-37.6%
CAG vs DG
+4.6%
-42.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.6% |
| 7D | -6.6% | -4.8% | -1.8% | -5.9% |
| 30D | +2.3% | +1.8% | +0.5% | +2.0% |
| 3M | +16.3% | +14.5% | +1.8% | +14.1% |
| 6M | -16.0% | -13.6% | -2.5% | -14.8% |
| YTD | -7.7% | -4.8% | -2.9% | -7.4% |
| 1Y | -16.0% | +21.6% | -37.6% | -18.3% |
| All | -37.6% | +4.6% | -42.2% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling