+574.3%
CF vs DTE
+138.6%
+435.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.3% |
| 7D | -0.9% | +0.9% | -1.8% | -1.4% |
| 30D | +18.1% | -1.9% | +19.9% | +19.0% |
| 3M | +23.4% | -3.3% | +26.7% | +25.0% |
| 6M | +17.1% | -7.1% | +24.2% | +20.5% |
| YTD | +76.2% | +8.1% | +68.1% | +67.8% |
| 1Y | +62.3% | +5.3% | +57.0% | +56.4% |
| 3Y | +71.8% | +48.2% | +23.7% | +35.3% |
| 5Y | +234.6% | +33.2% | +201.3% | +173.1% |
| 10Y | +574.3% | +137.5% | +436.8% | +357.4% |
| All | +574.3% | +138.6% | +435.7% | +357.4% |
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