+28.1%
CL vs DTE
+35.6%
-7.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -1.4% | +0.9% | -2.2% | -1.8% |
| 30D | -5.2% | -1.9% | -3.3% | -4.5% |
| 3M | +3.3% | -3.3% | +6.6% | +4.9% |
| 6M | -4.4% | -7.1% | +2.7% | -1.3% |
| YTD | +13.9% | +8.1% | +5.8% | +9.8% |
| 1Y | +7.6% | +5.3% | +2.4% | +4.9% |
| 3Y | +29.6% | +48.2% | -18.6% | +7.5% |
| 5Y | +28.1% | +33.2% | -5.2% | +9.7% |
| All | +28.1% | +35.6% | -7.6% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling