+170.8%
CB vs DT
+70.4%
+100.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.2% | -24.7% | +24.9% | +3.0% |
| 30D | +9.1% | -27.4% | +36.4% | +12.4% |
| 3M | +3.4% | -11.1% | +14.5% | +4.2% |
| 6M | +14.1% | +13.7% | +0.4% | +11.6% |
| YTD | +18.0% | +0.2% | +17.8% | +16.6% |
| 1Y | +30.1% | -5.7% | +35.8% | +29.4% |
| 3Y | +71.8% | -8.1% | +79.9% | +69.2% |
| 5Y | +101.8% | -43.1% | +144.9% | +108.0% |
| All | +170.8% | +70.4% | +100.4% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling