+334.4%
CDE vs DT
+98.4%
+235.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -2.0% | -0.5% | -1.4% | -1.8% |
| 30D | +15.7% | +0.1% | +15.6% | +15.3% |
| 3M | +30.5% | +24.1% | +6.4% | +20.7% |
| 6M | -7.4% | +30.1% | -37.5% | -17.3% |
| YTD | +17.9% | +16.8% | +1.2% | +9.0% |
| 1Y | +46.7% | -0.1% | +46.8% | +42.6% |
| 3Y | +851.3% | +6.8% | +844.5% | +776.1% |
| 5Y | +202.9% | -28.4% | +231.3% | +204.3% |
| All | +334.4% | +98.4% | +235.9% | +190.7% |
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