+47.0%
CL vs DT
+103.5%
-56.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.4% |
| 7D | -2.2% | -3.3% | +1.1% | -2.0% |
| 30D | -4.8% | +2.0% | -6.9% | -5.0% |
| 3M | +4.9% | +20.0% | -15.1% | +4.0% |
| 6M | -5.7% | +39.3% | -45.0% | -7.4% |
| YTD | +14.4% | +19.8% | -5.4% | +13.1% |
| 1Y | +8.7% | +4.3% | +4.5% | +8.3% |
| 3Y | +30.0% | +7.7% | +22.3% | +28.4% |
| 5Y | +28.4% | -26.8% | +55.2% | +28.7% |
| All | +47.0% | +103.5% | -56.5% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling