+28.5%
CF vs DTE
-6.2%
+34.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.4% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | +14.8% | -2.6% | +17.4% | +14.5% |
| 3M | +14.1% | -3.9% | +18.0% | +14.6% |
| 6M | +28.5% | -7.9% | +36.4% | +26.4% |
| All | +28.5% | -6.2% | +34.7% | +26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling