+246.7%
CB vs DTE
+151.0%
+95.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -1.0% | +1.6% | -2.6% | -1.9% |
| 30D | +7.3% | +9.1% | -1.8% | +2.4% |
| 3M | +7.0% | +2.4% | +4.6% | +5.5% |
| 6M | +16.3% | -0.2% | +16.6% | +16.1% |
| YTD | +19.7% | +11.0% | +8.7% | +12.3% |
| 1Y | +27.8% | +3.4% | +24.4% | +24.5% |
| 3Y | +72.0% | +57.1% | +14.9% | +31.4% |
| 5Y | +104.9% | +46.6% | +58.3% | +59.4% |
| 10Y | +246.7% | +151.3% | +95.5% | +125.1% |
| All | +246.7% | +151.0% | +95.7% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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