+235.3%
DIA vs CAG
-38.0%
+273.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | +1.6% | -6.2% | +7.8% | +2.8% |
| 30D | +1.2% | +7.4% | -6.2% | -0.3% |
| 3M | -2.4% | -1.6% | -0.8% | -2.4% |
| 6M | +5.7% | +6.3% | -0.7% | +3.8% |
| YTD | +9.9% | -10.1% | +20.0% | +11.1% |
| 1Y | +9.8% | -10.2% | +20.1% | +10.9% |
| 3Y | +59.8% | -37.3% | +97.1% | +71.7% |
| 5Y | +57.7% | -41.6% | +99.3% | +71.4% |
| All | +235.3% | -38.0% | +273.3% | +252.8% |
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