+17.9%
DG vs CAI
-29.0%
+46.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -6.3% | -5.1% | -1.2% | -5.8% |
| 30D | +2.4% | +3.9% | -1.5% | +1.7% |
| 3M | +12.4% | +40.1% | -27.7% | +6.9% |
| 6M | -14.9% | +29.7% | -44.6% | -18.9% |
| YTD | -6.1% | -10.9% | +4.8% | -6.4% |
| 1Y | +17.9% | -28.0% | +45.9% | +18.2% |
| All | +17.9% | -29.0% | +46.8% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling