+97.4%
CB vs DTE
+35.6%
+61.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -0.6% | +0.9% | -1.5% | -1.0% |
| 30D | -3.9% | -1.9% | -2.0% | -3.2% |
| 3M | +4.9% | -3.3% | +8.2% | +6.2% |
| 6M | +3.3% | -7.1% | +10.4% | +6.0% |
| YTD | +8.5% | +8.1% | +0.4% | +4.8% |
| 1Y | +22.1% | +5.3% | +16.8% | +19.1% |
| 3Y | +70.1% | +48.2% | +22.0% | +46.2% |
| 5Y | +97.4% | +33.2% | +64.2% | +73.5% |
| All | +97.4% | +35.6% | +61.8% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling