+40.8%
CL vs DT
-37.6%
+78.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | -0.8% | +2.7% | -3.5% | -0.8% |
| 30D | +9.5% | -30.4% | +39.8% | +9.6% |
| 3M | +6.6% | -9.4% | +16.1% | +6.6% |
| 6M | +13.2% | +14.5% | -1.3% | +13.1% |
| YTD | +26.9% | +3.6% | +23.3% | +26.8% |
| 1Y | +27.6% | -3.4% | +31.0% | +27.7% |
| 3Y | +39.1% | -11.1% | +50.2% | +39.1% |
| All | +40.8% | -37.6% | +78.5% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling