+244.3%
DIA vs CAG
-35.7%
+280.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.1% |
| 7D | -3.0% | -5.9% | +2.9% | -1.9% |
| 30D | -3.0% | -1.5% | -1.5% | -2.8% |
| 3M | +4.5% | +11.5% | -7.0% | +2.1% |
| 6M | +9.8% | -15.7% | +25.5% | +12.8% |
| YTD | +9.3% | -10.2% | +19.5% | +10.7% |
| 1Y | +16.0% | -18.1% | +34.0% | +19.4% |
| 3Y | +57.7% | -39.4% | +97.1% | +70.7% |
| 5Y | +63.8% | -42.6% | +106.3% | +78.6% |
| All | +244.3% | -35.7% | +280.0% | +261.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling