+35.3%
DLR vs CAG
-40.6%
+75.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +3.4% | -5.3% | +8.7% | +4.0% |
| 30D | -2.2% | +1.0% | -3.2% | -2.5% |
| 3M | +4.7% | +17.4% | -12.6% | +2.4% |
| 6M | +9.0% | -16.8% | +25.8% | +11.5% |
| YTD | +24.1% | -6.8% | +30.9% | +24.7% |
| 1Y | +20.9% | -15.4% | +36.3% | +23.1% |
| 3Y | +60.0% | -37.1% | +97.1% | +68.7% |
| 5Y | +35.3% | -41.3% | +76.5% | +45.1% |
| All | +35.3% | -40.6% | +75.9% | +45.1% |
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