-39.7%
CAG vs DGX
+96.4%
-136.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.0% |
| 3M | +9.8% | +15.8% | -6.0% | +4.3% |
| 6M | -10.8% | +18.2% | -29.0% | -16.0% |
| YTD | -10.8% | +37.2% | -48.0% | -20.1% |
| 1Y | -19.0% | +30.4% | -49.3% | -26.4% |
| 3Y | -39.7% | +96.7% | -136.4% | -53.6% |
| All | -39.7% | +96.4% | -136.1% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling