-37.2%
CAG vs DRI
+348.7%
-386.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | -5.9% | -4.8% | -1.1% | -5.6% |
| 30D | -1.5% | -5.2% | +3.7% | -1.2% |
| 3M | +11.5% | +2.7% | +8.7% | +11.2% |
| 6M | -15.7% | +3.6% | -19.3% | -16.0% |
| YTD | -10.2% | +15.4% | -25.6% | -11.2% |
| 1Y | -18.1% | +1.3% | -19.3% | -18.3% |
| 3Y | -39.4% | +53.1% | -92.5% | -41.3% |
| 5Y | -42.6% | +64.6% | -107.1% | -44.8% |
| All | -37.2% | +348.7% | -386.0% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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