+3,595.6%
DLR vs CAG
+67.1%
+3,528.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +1.6% | -3.8% | +5.4% | +2.8% |
| 30D | -3.4% | +3.1% | -6.5% | -4.5% |
| 3M | +0.5% | +23.5% | -23.0% | -6.9% |
| 6M | +4.6% | -14.8% | +19.4% | +9.1% |
| YTD | +23.4% | -5.4% | +28.9% | +23.8% |
| 1Y | +19.0% | -11.8% | +30.8% | +21.8% |
| 3Y | +56.5% | -36.7% | +93.2% | +75.5% |
| 5Y | +33.3% | -40.3% | +73.6% | +50.8% |
| 10Y | +165.1% | -37.0% | +202.1% | +175.2% |
| All | +3,595.6% | +67.1% | +3,528.6% | +1,989.3% |
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