-21.5%
CG vs DTE
+46.4%
-67.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +0.2% | +3.4% | -3.3% | -1.4% |
| 30D | +11.2% | +8.9% | +2.3% | +7.0% |
| 3M | -22.1% | +1.1% | -23.1% | -22.5% |
| 6M | -17.9% | +0.1% | -18.0% | -18.3% |
| YTD | -31.3% | +11.1% | -42.4% | -35.8% |
| 1Y | -24.0% | +4.9% | -28.9% | -26.7% |
| 3Y | +45.0% | +58.6% | -13.6% | +8.2% |
| All | -21.5% | +46.4% | -67.9% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling