+117.6%
DT vs CAG
-26.9%
+144.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -3.3% | -3.8% | +0.5% | -3.2% |
| 30D | +2.0% | +3.1% | -1.1% | +1.9% |
| 3M | +20.0% | +23.5% | -3.5% | +19.6% |
| 6M | +39.3% | -14.8% | +54.1% | +39.6% |
| YTD | +19.8% | -5.4% | +25.2% | +19.7% |
| 1Y | +4.3% | -11.8% | +16.1% | +4.4% |
| 3Y | +7.7% | -36.7% | +44.4% | +8.7% |
| 5Y | -26.8% | -40.3% | +13.4% | -26.4% |
| All | +117.6% | -26.9% | +144.5% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling