+59.5%
DIA vs CAG
-34.9%
+94.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | +0.9% | +6.6% | -5.7% | +0.4% |
| 30D | +1.1% | +13.9% | -12.8% | 0.0% |
| 3M | -2.9% | +4.0% | -6.9% | -3.3% |
| 6M | +5.9% | +10.0% | -4.1% | +4.8% |
| YTD | +9.8% | -6.1% | +15.9% | +9.9% |
| 1Y | +11.7% | -4.3% | +16.0% | +11.6% |
| 3Y | +59.5% | -34.6% | +94.1% | +66.3% |
| All | +59.5% | -34.9% | +94.5% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling