+114.1%
DT vs CAG
-31.1%
+145.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -1.6% | -5.7% | +4.1% | -1.5% |
| 30D | +3.0% | -2.4% | +5.5% | +3.0% |
| 3M | +26.5% | +9.8% | +16.7% | +26.2% |
| 6M | +35.9% | -10.8% | +46.8% | +36.1% |
| YTD | +17.8% | -10.8% | +28.7% | +17.9% |
| 1Y | +4.1% | -19.0% | +23.0% | +4.4% |
| 3Y | +5.3% | -39.7% | +45.0% | +6.3% |
| 5Y | -27.2% | -43.0% | +15.8% | -26.8% |
| All | +114.1% | -31.1% | +145.2% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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