+16.8%
DG vs CAI
-8.1%
+24.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.9% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | +1.0% | +9.1% | -8.1% | 0.0% |
| 3M | +20.3% | +53.8% | -33.5% | +14.5% |
| 6M | -11.7% | +33.5% | -45.3% | -15.2% |
| YTD | -2.3% | -8.0% | +5.7% | -4.2% |
| 1Y | +20.0% | -28.7% | +48.7% | +18.0% |
| All | +16.8% | -8.1% | +24.8% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling