-5.5%
CI vs DTE
+3.0%
-8.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | +4.4% | -2.6% | +7.0% | +5.3% |
| 3M | +0.7% | -3.9% | +4.6% | +1.8% |
| 6M | +0.3% | -7.9% | +8.3% | +2.7% |
| YTD | +3.8% | +7.2% | -3.4% | +1.1% |
| 1Y | -5.5% | +3.1% | -8.6% | -5.6% |
| All | -5.5% | +3.0% | -8.5% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling