+85.5%
DT vs CF
+180.8%
-95.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -5.4% | +10.4% | -15.8% | -7.4% |
| 30D | -32.2% | +7.6% | -39.8% | -33.3% |
| 3M | -10.9% | +5.2% | -16.1% | -12.3% |
| 6M | +10.0% | -0.1% | +10.0% | +9.0% |
| YTD | +2.1% | +61.7% | -59.6% | -10.8% |
| 1Y | -5.5% | +50.3% | -55.8% | -16.0% |
| 3Y | -12.4% | +66.0% | -78.4% | -25.7% |
| 5Y | -39.7% | +114.5% | -154.2% | -55.6% |
| All | +85.5% | +180.8% | -95.3% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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