+117.6%
DT vs CG
+145.4%
-27.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.8% |
| 7D | -3.3% | -4.3% | +1.0% | -1.2% |
| 30D | +2.0% | -5.1% | +7.1% | +4.6% |
| 3M | +20.0% | +8.7% | +11.3% | +14.0% |
| 6M | +39.3% | -9.2% | +48.5% | +43.7% |
| YTD | +19.8% | -18.9% | +38.6% | +29.9% |
| 1Y | +4.3% | -25.6% | +29.9% | +17.1% |
| 3Y | +7.7% | +57.3% | -49.6% | -26.9% |
| 5Y | -26.8% | +10.2% | -37.0% | -40.1% |
| All | +117.6% | +145.4% | -27.8% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling