+5,331.8%
CF vs DTE
+706.3%
+4,625.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | +4.3% | +6.2% | -1.8% | +0.4% |
| 3M | +2.8% | -2.6% | +5.4% | +4.0% |
| 6M | +0.6% | -3.5% | +4.2% | +2.0% |
| YTD | +56.6% | +7.4% | +49.3% | +47.7% |
| 1Y | +49.6% | +4.2% | +45.4% | +43.6% |
| 3Y | +61.5% | +51.7% | +9.8% | +18.8% |
| 5Y | +124.0% | +39.7% | +84.3% | +68.5% |
| 10Y | +573.2% | +137.5% | +435.7% | +230.7% |
| All | +5,331.8% | +706.3% | +4,625.5% | +827.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling