-4.2%
DT vs CAG
-9.3%
+5.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.1% |
| 7D | +3.1% | -3.3% | +6.5% | +2.8% |
| 30D | -29.5% | +7.7% | -37.2% | -29.0% |
| 3M | -11.7% | -3.2% | -8.5% | -12.0% |
| 6M | +29.0% | +7.0% | +22.0% | +29.3% |
| YTD | +3.4% | -9.0% | +12.3% | +2.8% |
| 1Y | -4.2% | -9.6% | +5.4% | -5.2% |
| All | -4.2% | -9.3% | +5.1% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling