-28.1%
DT vs CAG
-40.6%
+12.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -3.2% |
| 7D | -4.9% | -5.3% | +0.4% | -5.1% |
| 30D | +2.7% | +1.0% | +1.7% | +2.7% |
| 3M | +20.0% | +17.4% | +2.6% | +20.8% |
| 6M | +28.0% | -16.8% | +44.8% | +26.9% |
| YTD | +16.0% | -6.8% | +22.8% | +15.7% |
| 1Y | +0.7% | -15.4% | +16.1% | +0.1% |
| 3Y | +6.2% | -37.1% | +43.3% | +4.4% |
| 5Y | -28.1% | -41.3% | +13.1% | -29.9% |
| All | -28.1% | -40.6% | +12.5% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling