+103.2%
CB vs DT
-43.6%
+146.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.2% | -24.7% | +24.9% | +1.6% |
| 30D | +9.1% | -27.4% | +36.4% | +10.6% |
| 3M | +3.4% | -11.1% | +14.5% | +3.8% |
| 6M | +14.1% | +13.7% | +0.4% | +12.8% |
| YTD | +18.0% | +0.2% | +17.8% | +17.3% |
| 1Y | +30.1% | -5.7% | +35.8% | +29.8% |
| 3Y | +71.8% | -8.1% | +79.9% | +70.4% |
| All | +103.2% | -43.6% | +146.8% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling