+350.2%
CG vs DTE
+364.0%
-13.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | -5.1% | -2.6% | -2.5% | -3.9% |
| 3M | +8.7% | -3.9% | +12.6% | +10.5% |
| 6M | -9.2% | -7.9% | -1.3% | -5.9% |
| YTD | -18.9% | +7.2% | -26.0% | -22.8% |
| 1Y | -25.6% | +3.1% | -28.7% | -27.7% |
| 3Y | +57.3% | +47.6% | +9.7% | +23.7% |
| 5Y | +10.2% | +32.7% | -22.6% | -8.7% |
| 10Y | +364.2% | +138.8% | +225.5% | +182.9% |
| All | +350.2% | +364.0% | -13.9% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling