+3.9%
CI vs DTE
+48.7%
-44.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | -2.0% | +0.9% | -2.9% | -2.3% |
| 30D | -1.8% | -1.9% | +0.1% | -1.2% |
| 3M | -4.2% | -3.3% | -0.9% | -3.2% |
| 6M | +2.7% | -7.1% | +9.8% | +5.1% |
| YTD | +1.9% | +8.1% | -6.2% | -1.1% |
| 1Y | -6.3% | +5.3% | -11.5% | -8.1% |
| 3Y | +3.9% | +48.2% | -44.3% | -7.6% |
| All | +3.9% | +48.7% | -44.8% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling