+64.1%
DIA vs CAG
-40.6%
+104.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +0.1% | -5.3% | +5.3% | +0.9% |
| 30D | -2.1% | +1.0% | -3.1% | -2.3% |
| 3M | +4.2% | +17.4% | -13.2% | +1.2% |
| 6M | +11.9% | -16.8% | +28.7% | +15.2% |
| YTD | +10.8% | -6.8% | +17.6% | +11.5% |
| 1Y | +17.5% | -15.4% | +32.9% | +20.3% |
| 3Y | +59.9% | -37.1% | +97.0% | +71.9% |
| 5Y | +64.1% | -41.3% | +105.4% | +78.2% |
| All | +64.1% | -40.6% | +104.8% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling