+470.7%
CF vs DTE
+151.2%
+319.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +5.4% | +3.2% | +2.1% | +3.7% |
| 30D | +6.5% | +8.5% | -1.9% | +2.1% |
| 3M | +4.6% | +1.3% | +3.3% | +3.7% |
| 6M | -3.3% | -0.7% | -2.6% | -3.6% |
| YTD | +63.9% | +10.6% | +53.2% | +53.7% |
| 1Y | +50.4% | +2.6% | +47.8% | +46.6% |
| 3Y | +68.2% | +56.5% | +11.7% | +27.8% |
| 5Y | +113.8% | +46.7% | +67.1% | +63.8% |
| All | +470.7% | +151.2% | +319.5% | +301.1% |
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