+43.6%
DE vs CAG
-18.8%
+62.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -2.6% | -5.7% | +3.1% | -1.8% |
| 30D | +9.0% | -2.4% | +11.4% | +9.5% |
| 3M | +19.1% | +9.8% | +9.4% | +17.8% |
| 6M | +14.4% | -10.8% | +25.2% | +17.6% |
| YTD | +45.9% | -10.8% | +56.8% | +50.1% |
| 1Y | +43.6% | -19.0% | +62.6% | +47.6% |
| All | +43.6% | -18.8% | +62.4% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling