+23.1%
DG vs CAI
-14.7%
+37.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | 0.0% |
| 7D | +0.3% | -8.7% | +9.0% | +1.0% |
| 30D | +3.2% | -23.8% | +27.1% | +5.1% |
| 3M | +10.4% | +3.9% | +6.5% | +8.9% |
| 6M | +33.2% | +56.8% | -23.7% | +25.0% |
| YTD | +3.0% | -14.6% | +17.6% | +0.9% |
| 1Y | +31.2% | -5.2% | +36.4% | +28.0% |
| All | +23.1% | -14.7% | +37.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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