+249.7%
CAG vs DRI
+8,063.5%
-7,813.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.2% |
| 7D | -3.3% | +1.1% | -4.4% | -3.5% |
| 30D | +7.7% | +9.7% | -2.0% | +6.5% |
| 3M | -3.2% | +3.2% | -6.4% | -3.6% |
| 6M | +7.0% | +20.6% | -13.6% | +4.5% |
| YTD | -9.0% | +28.3% | -37.2% | -11.9% |
| 1Y | -9.6% | +34.5% | -44.1% | -13.1% |
| 3Y | -36.0% | +66.5% | -102.5% | -40.4% |
| 5Y | -40.9% | +79.6% | -120.5% | -45.9% |
| 10Y | -37.3% | +333.8% | -371.1% | -51.4% |
| All | +249.7% | +8,063.5% | -7,813.7% | +65.5% |
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