+6.2%
DT vs CG
+56.8%
-50.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.4% |
| 7D | -4.9% | -1.3% | -3.6% | -4.5% |
| 30D | +2.7% | -3.2% | +5.9% | +3.7% |
| 3M | +20.0% | +6.2% | +13.7% | +17.3% |
| 6M | +28.0% | -4.7% | +32.7% | +29.0% |
| YTD | +16.0% | -20.6% | +36.7% | +23.3% |
| 1Y | +0.7% | -26.4% | +27.1% | +9.2% |
| 3Y | +6.2% | +55.4% | -49.2% | -15.2% |
| All | +6.2% | +56.8% | -50.6% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling