+123.0%
CAG vs DGX
+8,631.6%
-8,508.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.4% |
| 7D | -5.9% | -3.5% | -2.4% | -5.3% |
| 30D | -1.5% | -2.7% | +1.1% | -1.1% |
| 3M | +11.5% | +13.9% | -2.4% | +9.0% |
| 6M | -15.7% | +16.0% | -31.7% | -17.8% |
| YTD | -10.2% | +34.9% | -45.1% | -14.7% |
| 1Y | -18.1% | +30.6% | -48.6% | -21.8% |
| 3Y | -39.4% | +93.0% | -132.4% | -45.8% |
| 5Y | -42.6% | +64.4% | -107.0% | -47.7% |
| 10Y | -35.6% | +248.1% | -283.7% | -48.1% |
| All | +123.0% | +8,631.6% | -8,508.5% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling