+38.3%
CL vs DTE
+57.1%
-18.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -0.8% | +1.6% | -2.3% | -1.5% |
| 30D | +9.5% | +9.1% | +0.4% | +5.5% |
| 3M | +6.8% | +2.4% | +4.4% | +5.5% |
| 6M | +14.3% | -0.2% | +14.5% | +14.3% |
| YTD | +27.0% | +11.0% | +16.0% | +21.5% |
| 1Y | +26.3% | +3.4% | +22.9% | +24.4% |
| All | +38.3% | +57.1% | -18.8% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling