+14,337.8%
DE vs CAG
+594.9%
+13,742.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | +0.7% | -5.3% | +6.0% | +2.2% |
| 30D | +9.6% | +1.0% | +8.7% | +9.3% |
| 3M | +19.0% | +17.4% | +1.6% | +13.3% |
| 6M | +16.1% | -16.8% | +32.9% | +21.1% |
| YTD | +47.0% | -6.8% | +53.8% | +48.5% |
| 1Y | +43.1% | -15.4% | +58.5% | +48.0% |
| 3Y | +77.5% | -37.1% | +114.6% | +96.5% |
| 5Y | +96.4% | -41.3% | +137.6% | +119.6% |
| 10Y | +852.9% | -35.5% | +888.3% | +878.3% |
| All | +14,337.8% | +594.9% | +13,742.9% | +6,967.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling