+62.4%
CAG vs DG
+606.1%
-543.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -3.8% | +8.4% | -12.2% | -5.3% |
| 30D | +3.1% | +4.9% | -1.8% | +2.1% |
| 3M | +23.5% | +29.3% | -5.9% | +17.5% |
| 6M | -14.8% | -11.3% | -3.6% | -13.3% |
| YTD | -5.4% | +1.8% | -7.2% | -6.2% |
| 1Y | -11.8% | +25.3% | -37.1% | -16.2% |
| 3Y | -36.7% | +9.1% | -45.7% | -40.2% |
| 5Y | -40.3% | -34.9% | -5.4% | -38.1% |
| 10Y | -37.0% | +108.2% | -145.2% | -47.3% |
| All | +62.4% | +606.1% | -543.7% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling