+20.1%
CI vs DT
-8.6%
+28.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.5% |
| 7D | +2.6% | -7.5% | +10.1% | +2.3% |
| 30D | +7.3% | -31.5% | +38.8% | +5.5% |
| 3M | +9.5% | -14.0% | +23.5% | +8.8% |
| 6M | +6.4% | +6.9% | -0.4% | +7.4% |
| YTD | +12.0% | +0.3% | +11.7% | +14.0% |
| 1Y | +20.1% | -6.9% | +27.0% | +23.0% |
| All | +20.1% | -8.6% | +28.7% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling