-97.9%
CAPR vs DTE
+619.1%
-717.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -2.0% | +0.2% | -2.1% | -2.1% |
| 30D | +139.2% | -2.6% | +141.7% | +142.1% |
| 3M | -66.4% | -3.9% | -62.5% | -65.5% |
| 6M | -63.1% | -7.9% | -55.2% | -61.7% |
| YTD | -67.4% | +7.2% | -74.6% | -67.9% |
| 1Y | +58.2% | +3.1% | +55.2% | +58.1% |
| 3Y | +42.2% | +47.6% | -5.4% | +26.8% |
| 5Y | +87.3% | +32.7% | +54.5% | +69.7% |
| 10Y | -75.3% | +138.8% | -214.0% | -82.3% |
| All | -97.9% | +619.1% | -717.0% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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