-6.3%
CI vs DT
+0.4%
-6.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.9% |
| 7D | -2.0% | -4.9% | +2.8% | -2.1% |
| 30D | -1.8% | +2.7% | -4.5% | -1.8% |
| 3M | -4.2% | +20.0% | -24.2% | -4.1% |
| 6M | +2.7% | +28.0% | -25.3% | +3.0% |
| YTD | +1.9% | +16.0% | -14.1% | +4.5% |
| 1Y | -6.3% | +0.7% | -7.0% | -1.3% |
| All | -6.3% | +0.4% | -6.6% | -1.3% |
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