+1,081.8%
DIA vs CAG
+71.3%
+1,010.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -0.9% | +5.8% | -6.8% | -2.4% |
| 30D | +0.3% | +16.4% | -16.1% | -3.7% |
| 3M | -4.5% | +3.8% | -8.3% | -5.8% |
| 6M | +3.4% | +10.8% | -7.5% | -0.2% |
| YTD | +7.8% | -5.8% | +13.6% | +7.9% |
| 1Y | +10.7% | -2.4% | +13.1% | +9.7% |
| 3Y | +57.5% | -33.4% | +91.0% | +70.0% |
| 5Y | +53.7% | -39.4% | +93.2% | +68.8% |
| 10Y | +247.2% | -37.5% | +284.7% | +260.1% |
| All | +1,081.8% | +71.3% | +1,010.5% | +714.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling