+5,401.4%
CL vs DTE
+3,601.1%
+1,800.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +2.6% | +3.5% | -0.9% | +1.2% |
| 30D | +11.8% | +9.5% | +2.2% | +8.0% |
| 3M | +5.9% | +2.5% | +3.4% | +4.9% |
| 6M | +13.3% | +0.6% | +12.8% | +13.0% |
| YTD | +27.1% | +10.5% | +16.6% | +22.2% |
| 1Y | +28.0% | +3.3% | +24.7% | +26.1% |
| 3Y | +39.4% | +56.3% | -16.9% | +16.6% |
| 5Y | +40.8% | +44.9% | -4.2% | +20.5% |
| 10Y | +84.9% | +149.2% | -64.3% | +25.2% |
| All | +5,401.4% | +3,601.1% | +1,800.3% | +1,159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling