+223.6%
CP vs DTE
+141.0%
+82.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | -2.7% | -2.0% | -0.7% | -1.7% |
| 30D | -3.4% | -2.4% | -1.0% | -2.3% |
| 3M | -0.6% | -7.3% | +6.7% | +3.0% |
| 6M | +6.3% | -7.6% | +13.9% | +10.2% |
| YTD | +21.2% | +5.8% | +15.4% | +17.3% |
| 1Y | +20.0% | +2.3% | +17.7% | +18.0% |
| 3Y | +18.7% | +45.0% | -26.3% | -4.0% |
| 5Y | +34.8% | +33.2% | +1.5% | +13.1% |
| All | +223.6% | +141.0% | +82.6% | +117.4% |
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