+3,455.1%
DLR vs CAG
+60.8%
+3,394.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.3% |
| 7D | +3.3% | -3.3% | +6.7% | +4.4% |
| 30D | +4.6% | +7.7% | -3.1% | +1.6% |
| 3M | -8.3% | -3.2% | -5.1% | -8.1% |
| 6M | -5.6% | +7.0% | -12.6% | -9.0% |
| YTD | +18.7% | -9.0% | +27.7% | +19.8% |
| 1Y | +17.1% | -9.6% | +26.7% | +18.3% |
| 3Y | +54.4% | -36.0% | +90.3% | +71.1% |
| 5Y | +36.5% | -40.9% | +77.3% | +53.6% |
| 10Y | +187.7% | -37.3% | +225.0% | +196.6% |
| All | +3,455.1% | +60.8% | +3,394.2% | +1,922.1% |
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 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