+305.2%
CG vs DTE
+137.8%
+167.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.0% |
| 7D | -9.9% | -2.6% | -7.3% | -8.5% |
| 30D | -11.7% | -4.4% | -7.3% | -9.4% |
| 3M | -4.3% | -8.3% | +4.1% | +0.1% |
| 6M | -8.8% | -8.1% | -0.7% | -5.1% |
| YTD | -26.9% | +4.4% | -31.3% | -29.7% |
| 1Y | -35.4% | +0.2% | -35.6% | -36.4% |
| 3Y | +43.0% | +42.6% | +0.4% | +11.9% |
| 5Y | +1.9% | +31.5% | -29.6% | -16.9% |
| All | +305.2% | +137.8% | +167.3% | +149.1% |
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