+3,457.3%
DLR vs CAG
+67.0%
+3,390.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +2.4% | +4.6% | -2.2% | +0.8% |
| 30D | +0.7% | +14.7% | -13.9% | -4.0% |
| 3M | -6.4% | +2.4% | -8.8% | -7.8% |
| 6M | -6.5% | +10.7% | -17.3% | -10.8% |
| YTD | +18.8% | -5.5% | +24.3% | +18.6% |
| 1Y | +9.0% | -4.6% | +13.6% | +8.3% |
| 3Y | +54.5% | -34.4% | +88.9% | +70.2% |
| 5Y | +35.8% | -39.2% | +75.0% | +51.7% |
| 10Y | +177.5% | -39.0% | +216.4% | +191.3% |
| All | +3,457.3% | +67.0% | +3,390.3% | +1,900.5% |
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