+83.0%
CI vs DT
+97.2%
-14.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.5% |
| 7D | -2.0% | -4.9% | +2.8% | -1.5% |
| 30D | -1.8% | +2.7% | -4.5% | -2.2% |
| 3M | -4.2% | +20.0% | -24.2% | -6.5% |
| 6M | +2.7% | +28.0% | -25.3% | -1.0% |
| YTD | +1.9% | +16.0% | -14.1% | -0.8% |
| 1Y | -6.3% | +0.7% | -7.0% | -7.1% |
| 3Y | +3.9% | +6.2% | -2.3% | +0.7% |
| 5Y | +41.9% | -28.1% | +70.0% | +42.8% |
| All | +83.0% | +97.2% | -14.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling