+76.5%
DE vs CAG
-39.3%
+115.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.5% |
| 7D | -2.4% | -5.9% | +3.5% | -1.5% |
| 30D | +9.7% | -1.5% | +11.2% | +10.0% |
| 3M | +21.4% | +11.5% | +9.9% | +19.1% |
| 6M | +15.0% | -15.7% | +30.7% | +18.4% |
| YTD | +46.4% | -10.2% | +56.6% | +49.1% |
| 1Y | +45.6% | -18.1% | +63.7% | +50.5% |
| All | +76.5% | -39.3% | +115.7% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling