+53.1%
DLR vs CAG
-34.5%
+87.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.4% |
| 7D | +2.4% | +4.6% | -2.2% | +2.3% |
| 30D | +0.7% | +14.7% | -13.9% | +0.6% |
| 3M | -6.4% | +2.4% | -8.8% | -6.5% |
| 6M | -6.5% | +10.7% | -17.3% | -6.7% |
| YTD | +18.8% | -5.5% | +24.3% | +18.8% |
| 1Y | +9.0% | -4.6% | +13.6% | +9.0% |
| All | +53.1% | -34.5% | +87.6% | +56.4% |
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 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