+15.0%
CI vs DT
-4.9%
+20.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.5% |
| 7D | -1.3% | -5.4% | +4.1% | -1.5% |
| 30D | +6.4% | -32.2% | +38.6% | +4.5% |
| 3M | +10.7% | -10.9% | +21.6% | +10.2% |
| 6M | +5.5% | +10.0% | -4.5% | +6.5% |
| YTD | +11.4% | +2.1% | +9.3% | +13.1% |
| 1Y | +15.0% | -5.5% | +20.5% | +17.4% |
| All | +15.0% | -4.9% | +20.0% | +17.4% |
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