+263.3%
CAG vs DRI
+7,577.6%
-7,314.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -3.8% | +0.6% | -4.4% | -3.9% |
| 30D | +3.1% | +3.8% | -0.7% | +2.6% |
| 3M | +23.5% | +13.0% | +10.5% | +21.6% |
| 6M | -14.8% | +8.3% | -23.2% | -15.8% |
| YTD | -5.4% | +20.6% | -26.1% | -7.8% |
| 1Y | -11.8% | +6.5% | -18.3% | -12.8% |
| 3Y | -36.7% | +53.7% | -90.4% | -40.5% |
| 5Y | -40.3% | +72.7% | -112.9% | -45.1% |
| 10Y | -37.0% | +363.2% | -400.2% | -51.7% |
| All | +263.3% | +7,577.6% | -7,314.3% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling