-37.7%
CAG vs DGX
+255.3%
-293.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -5.7% | -0.9% | -4.8% | -5.4% |
| 30D | -2.4% | -1.2% | -1.2% | -2.1% |
| 3M | +9.8% | +15.8% | -6.0% | +5.2% |
| 6M | -10.8% | +18.2% | -29.0% | -15.1% |
| YTD | -10.8% | +37.2% | -48.0% | -18.6% |
| 1Y | -19.0% | +30.4% | -49.3% | -25.1% |
| 3Y | -39.7% | +96.7% | -136.4% | -50.5% |
| 5Y | -43.0% | +67.2% | -110.1% | -51.7% |
| All | -37.7% | +255.3% | -293.0% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling