+7,895.4%
CI vs DTE
+3,620.6%
+4,274.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | +1.2% | +3.4% | -2.3% | -0.6% |
| 30D | +2.6% | +8.9% | -6.3% | -1.8% |
| 3M | +7.4% | +1.1% | +6.4% | +6.8% |
| 6M | -0.1% | +0.1% | -0.2% | -0.4% |
| YTD | +9.7% | +11.1% | -1.3% | +3.4% |
| 1Y | +12.1% | +4.9% | +7.2% | +8.7% |
| 3Y | +7.0% | +58.6% | -51.5% | -17.3% |
| 5Y | +49.7% | +47.3% | +2.4% | +18.6% |
| 10Y | +147.2% | +151.3% | -4.1% | +44.1% |
| All | +7,895.4% | +3,620.6% | +4,274.8% | +1,231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling