+52.0%
CI vs DTE
+45.9%
+6.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -1.3% | +1.6% | -2.9% | -1.9% |
| 30D | +6.4% | +9.1% | -2.7% | +2.8% |
| 3M | +10.7% | +2.4% | +8.3% | +9.5% |
| 6M | +5.5% | -0.2% | +5.7% | +5.4% |
| YTD | +11.4% | +11.0% | +0.4% | +6.3% |
| 1Y | +15.0% | +3.4% | +11.7% | +13.0% |
| 3Y | +9.0% | +57.1% | -48.1% | -10.4% |
| 5Y | +52.0% | +46.6% | +5.4% | +24.1% |
| All | +52.0% | +45.9% | +6.1% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling