+112.0%
CF vs DTE
+39.5%
+72.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | +4.3% | +6.2% | -1.8% | +2.7% |
| 3M | +2.8% | -2.6% | +5.4% | +3.3% |
| 6M | +0.6% | -3.5% | +4.2% | +1.2% |
| YTD | +56.6% | +7.4% | +49.3% | +52.3% |
| 1Y | +49.6% | +4.2% | +45.4% | +46.6% |
| 3Y | +61.5% | +51.7% | +9.8% | +40.8% |
| All | +112.0% | +39.5% | +72.5% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling