+63.4%
CL vs DT
+70.5%
-7.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.2% |
| 7D | +2.6% | -7.5% | +10.1% | +2.9% |
| 30D | +11.8% | -31.5% | +43.3% | +13.5% |
| 3M | +5.9% | -14.0% | +19.9% | +6.4% |
| 6M | +13.3% | +6.9% | +6.5% | +12.6% |
| YTD | +27.1% | +0.3% | +26.8% | +26.5% |
| 1Y | +28.0% | -6.9% | +34.9% | +27.9% |
| 3Y | +39.4% | -13.9% | +53.3% | +39.0% |
| 5Y | +40.8% | -39.9% | +80.7% | +42.5% |
| All | +63.4% | +70.5% | -7.2% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling