-0.1%
DT vs CG
-29.3%
+29.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.4% |
| 7D | -0.5% | -6.4% | +5.9% | +0.8% |
| 30D | +0.1% | -7.1% | +7.1% | +1.6% |
| 3M | +24.1% | -1.6% | +25.7% | +24.5% |
| 6M | +30.1% | -8.3% | +38.4% | +32.1% |
| YTD | +16.8% | -23.8% | +40.6% | +22.5% |
| 1Y | -0.1% | -28.7% | +28.6% | +5.2% |
| All | -0.1% | -29.3% | +29.2% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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