+149.0%
CB vs DT
+97.2%
+51.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | -0.6% | -4.9% | +4.2% | -0.1% |
| 30D | -3.9% | +2.7% | -6.6% | -4.2% |
| 3M | +4.9% | +20.0% | -15.1% | +2.7% |
| 6M | +3.3% | +28.0% | -24.8% | 0.0% |
| YTD | +8.5% | +16.0% | -7.5% | +6.0% |
| 1Y | +22.1% | +0.7% | +21.3% | +21.0% |
| 3Y | +70.1% | +6.2% | +63.9% | +65.5% |
| 5Y | +97.4% | -28.1% | +125.5% | +97.6% |
| All | +149.0% | +97.2% | +51.8% | +82.8% |
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