+57.7%
DIA vs CAG
-41.2%
+98.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | +1.6% | -6.2% | +7.8% | +2.5% |
| 30D | +1.2% | +7.4% | -6.2% | 0.0% |
| 3M | -2.4% | -1.6% | -0.8% | -2.4% |
| 6M | +5.7% | +6.3% | -0.7% | +4.1% |
| YTD | +9.9% | -10.1% | +20.0% | +11.0% |
| 1Y | +9.8% | -10.2% | +20.1% | +10.8% |
| 3Y | +59.8% | -37.3% | +97.1% | +70.7% |
| 5Y | +57.7% | -41.6% | +99.3% | +71.2% |
| All | +57.7% | -41.2% | +98.9% | +71.2% |
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