+27.2%
CP vs DTE
+46.4%
-19.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | +2.1% | +3.4% | -1.3% | +0.7% |
| 30D | +9.3% | +8.9% | +0.4% | +5.4% |
| 3M | +0.5% | +1.1% | -0.6% | -0.1% |
| 6M | +10.4% | +0.1% | +10.3% | +10.2% |
| YTD | +28.7% | +11.1% | +17.6% | +22.3% |
| 1Y | +33.2% | +4.9% | +28.2% | +29.7% |
| 3Y | +38.4% | +58.6% | -20.1% | +7.4% |
| All | +27.2% | +46.4% | -19.2% | +0.9% |
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