+105.9%
CB vs DT
-39.3%
+145.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | 0.0% | +2.7% | -2.7% | -0.1% |
| 30D | +7.4% | -30.4% | +37.8% | +9.2% |
| 3M | +8.6% | -9.4% | +18.0% | +8.9% |
| 6M | +16.1% | +14.5% | +1.6% | +14.8% |
| YTD | +20.2% | +3.6% | +16.6% | +19.3% |
| 1Y | +27.2% | -3.4% | +30.6% | +26.7% |
| 3Y | +72.7% | -11.1% | +83.8% | +71.7% |
| 5Y | +105.9% | -39.5% | +145.4% | +112.1% |
| All | +105.9% | -39.3% | +145.3% | +112.1% |
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 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