+62.3%
CF vs DTE
+4.2%
+58.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.7% |
| 7D | -0.9% | +0.9% | -1.8% | -1.0% |
| 30D | +18.1% | -1.9% | +19.9% | +18.3% |
| 3M | +23.4% | -3.3% | +26.7% | +23.9% |
| 6M | +17.1% | -7.1% | +24.2% | +18.2% |
| YTD | +76.2% | +8.1% | +68.1% | +63.2% |
| 1Y | +62.3% | +5.3% | +57.0% | +50.1% |
| All | +62.3% | +4.2% | +58.1% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling