+37.6%
CL vs DT
-9.2%
+46.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | +1.3% | -24.7% | +26.0% | +0.9% |
| 30D | +11.4% | -27.4% | +38.7% | +10.8% |
| 3M | +4.4% | -11.1% | +15.5% | +4.2% |
| 6M | +10.8% | +13.7% | -2.9% | +11.1% |
| YTD | +25.1% | +0.2% | +24.9% | +25.5% |
| 1Y | +28.0% | -5.7% | +33.7% | +28.4% |
| 3Y | +37.6% | -8.1% | +45.7% | +33.3% |
| All | +37.6% | -9.2% | +46.8% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling