+57.3%
CL vs DTE
+136.5%
-79.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -5.5% | -0.5% | -5.0% | -5.3% |
| 3M | +0.8% | -6.0% | +6.9% | +3.5% |
| 6M | -4.2% | -7.2% | +3.0% | -1.3% |
| YTD | +13.4% | +7.2% | +6.3% | +10.0% |
| 1Y | +7.1% | +4.1% | +3.0% | +5.0% |
| 3Y | +29.0% | +46.9% | -17.8% | +8.7% |
| 5Y | +28.3% | +32.9% | -4.6% | +12.2% |
| 10Y | +57.3% | +144.5% | -87.2% | +4.0% |
| All | +57.3% | +136.5% | -79.2% | +4.0% |
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