-6.1%
CI vs DTE
+1.0%
-7.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.3% |
| 7D | -0.1% | -2.6% | +2.5% | +0.7% |
| 30D | +1.8% | -4.4% | +6.2% | +3.1% |
| 3M | -4.2% | -8.3% | +4.1% | -1.7% |
| 6M | +8.8% | -8.1% | +16.9% | +11.5% |
| YTD | +3.7% | +4.4% | -0.7% | +2.1% |
| 1Y | -6.1% | +0.2% | -6.3% | -4.6% |
| All | -6.1% | +1.0% | -7.1% | -4.6% |
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