+281.1%
CG vs DTE
+380.8%
-99.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.8% |
| 7D | +0.2% | +3.4% | -3.3% | -1.5% |
| 30D | +11.2% | +8.9% | +2.3% | +6.5% |
| 3M | -22.1% | +1.1% | -23.1% | -22.5% |
| 6M | -17.9% | +0.1% | -18.0% | -18.2% |
| 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% | +10.0% |
| 5Y | -22.6% | +47.3% | -69.9% | -39.2% |
| 10Y | +282.1% | +151.3% | +130.8% | +127.8% |
| All | +281.1% | +380.8% | -99.7% | +72.5% |
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