+84.9%
CL vs DTE
+146.7%
-61.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +2.6% | +3.5% | -0.9% | +1.1% |
| 30D | +11.8% | +9.5% | +2.2% | +7.6% |
| 3M | +5.9% | +2.5% | +3.4% | +4.7% |
| 6M | +13.3% | +0.6% | +12.8% | +13.0% |
| YTD | +27.1% | +10.5% | +16.6% | +21.7% |
| 1Y | +28.0% | +3.3% | +24.7% | +25.9% |
| 3Y | +39.4% | +56.3% | -16.9% | +14.6% |
| 5Y | +40.8% | +44.9% | -4.2% | +18.9% |
| 10Y | +84.9% | +149.2% | -64.3% | +22.8% |
| All | +84.9% | +146.7% | -61.8% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling