-37.7%
CAG vs DTE
+137.8%
-175.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -5.7% | -2.6% | -3.1% | -4.8% |
| 30D | -2.4% | -4.4% | +2.0% | -0.9% |
| 3M | +9.8% | -8.3% | +18.1% | +13.2% |
| 6M | -10.8% | -8.1% | -2.8% | -8.3% |
| YTD | -10.8% | +4.4% | -15.2% | -12.1% |
| 1Y | -19.0% | +0.2% | -19.1% | -19.1% |
| 3Y | -39.7% | +42.6% | -82.3% | -46.7% |
| 5Y | -43.0% | +31.5% | -74.4% | -48.5% |
| All | -37.7% | +137.8% | -175.5% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling