-42.6%
CAG vs DG
-39.4%
-3.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | -5.9% | -6.3% | +0.4% | -4.8% |
| 30D | -1.5% | +2.4% | -4.0% | -2.0% |
| 3M | +11.5% | +12.4% | -1.0% | +9.3% |
| 6M | -15.7% | -14.9% | -0.8% | -13.8% |
| YTD | -10.2% | -6.1% | -4.2% | -9.6% |
| 1Y | -18.1% | +17.9% | -35.9% | -20.6% |
| 3Y | -39.4% | +3.1% | -42.5% | -41.9% |
| 5Y | -42.6% | -38.7% | -3.9% | -39.1% |
| All | -42.6% | -39.4% | -3.2% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling