+851.5%
DE vs CAG
-36.2%
+887.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -2.6% | -5.7% | +3.1% | -1.6% |
| 30D | +9.0% | -2.4% | +11.4% | +9.5% |
| 3M | +19.1% | +9.8% | +9.4% | +16.9% |
| 6M | +14.4% | -10.8% | +25.2% | +16.4% |
| YTD | +45.9% | -10.8% | +56.8% | +48.3% |
| 1Y | +43.6% | -19.0% | +62.6% | +48.2% |
| 3Y | +75.9% | -39.7% | +115.6% | +90.0% |
| 5Y | +98.8% | -43.0% | +141.7% | +116.3% |
| All | +851.5% | -36.2% | +887.7% | +894.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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