+67.8%
CF vs DTE
+57.1%
+10.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +4.8% | +3.4% | +1.3% | +4.2% |
| 30D | +4.7% | +8.9% | -4.2% | +3.0% |
| 3M | +7.4% | +1.1% | +6.4% | +7.1% |
| 6M | +0.6% | +0.1% | +0.5% | +0.3% |
| YTD | +64.1% | +11.1% | +53.1% | +58.7% |
| 1Y | +51.4% | +4.9% | +46.5% | +48.2% |
| 3Y | +67.8% | +58.6% | +9.2% | +46.4% |
| All | +67.8% | +57.1% | +10.7% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling