+1,129.1%
DIA vs CAG
+72.0%
+1,057.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.2% | -3.8% | +3.6% | +0.8% |
| 30D | -1.5% | +3.1% | -4.7% | -2.4% |
| 3M | +3.8% | +23.5% | -19.7% | -2.2% |
| 6M | +10.3% | -14.8% | +25.1% | +14.0% |
| YTD | +12.1% | -5.4% | +17.5% | +12.4% |
| 1Y | +18.6% | -11.8% | +30.4% | +20.9% |
| 3Y | +60.6% | -36.7% | +97.3% | +76.1% |
| 5Y | +64.4% | -40.3% | +104.7% | +81.7% |
| 10Y | +250.1% | -37.0% | +287.1% | +263.0% |
| All | +1,129.1% | +72.0% | +1,057.1% | +749.0% |
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