+781.5%
CDE vs DT
+8.0%
+773.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.8% | -3.5% |
| 7D | -6.1% | -2.5% | -3.5% | -5.6% |
| 30D | +9.5% | +3.5% | +5.9% | +8.6% |
| 3M | +32.0% | +26.7% | +5.3% | +26.1% |
| 6M | -12.8% | +36.1% | -48.9% | -17.9% |
| YTD | +14.2% | +18.6% | -4.4% | +10.7% |
| 1Y | +36.3% | +7.9% | +28.4% | +34.6% |
| All | +781.5% | +8.0% | +773.5% | +782.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling