+5,967.0%
CF vs DTE
+704.9%
+5,262.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +6.0% | +0.2% | +5.8% | +5.9% |
| 30D | +14.8% | -2.6% | +17.4% | +16.4% |
| 3M | +14.1% | -3.9% | +18.0% | +16.3% |
| 6M | +28.5% | -7.9% | +36.4% | +33.7% |
| YTD | +74.9% | +7.2% | +67.8% | +65.6% |
| 1Y | +61.7% | +3.1% | +58.6% | +56.5% |
| 3Y | +80.3% | +47.6% | +32.7% | +34.9% |
| 5Y | +226.0% | +32.7% | +193.2% | +153.9% |
| 10Y | +569.9% | +138.8% | +431.1% | +227.6% |
| All | +5,967.0% | +704.9% | +5,262.1% | +939.3% |
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