+7.9%
DT vs CAG
-17.7%
+25.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.4% |
| 7D | -2.5% | -5.9% | +3.4% | -3.0% |
| 30D | +3.5% | -1.5% | +5.1% | +3.2% |
| 3M | +26.7% | +11.5% | +15.3% | +27.9% |
| 6M | +36.1% | -15.7% | +51.8% | +32.4% |
| YTD | +18.6% | -10.2% | +28.8% | +16.9% |
| 1Y | +7.9% | -18.1% | +26.0% | +5.2% |
| All | +7.9% | -17.7% | +25.6% | +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