+152.6%
CB vs DT
+103.5%
+49.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +0.5% | -3.3% | +3.8% | +0.8% |
| 30D | -3.1% | +2.0% | -5.2% | -3.4% |
| 3M | +9.0% | +20.0% | -11.0% | +6.6% |
| 6M | +2.9% | +39.3% | -36.4% | -1.3% |
| YTD | +10.1% | +19.8% | -9.6% | +7.2% |
| 1Y | +22.8% | +4.3% | +18.5% | +21.3% |
| 3Y | +73.8% | +7.7% | +66.1% | +68.9% |
| 5Y | +99.2% | -26.8% | +126.0% | +99.2% |
| All | +152.6% | +103.5% | +49.1% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling