+88.3%
DT vs CAG
-30.5%
+118.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.5% |
| 7D | +2.7% | -6.2% | +8.9% | +2.8% |
| 30D | -30.4% | +7.4% | -37.8% | -30.4% |
| 3M | -9.4% | -1.6% | -7.8% | -9.4% |
| 6M | +14.5% | +6.3% | +8.2% | +14.3% |
| YTD | +3.6% | -10.1% | +13.7% | +3.6% |
| 1Y | -3.4% | -10.2% | +6.8% | -3.4% |
| 3Y | -11.1% | -37.3% | +26.2% | -10.4% |
| 5Y | -39.5% | -41.6% | +2.1% | -39.2% |
| All | +88.3% | -30.5% | +118.8% | +88.5% |
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