-7.6%
DT vs CF
+56.6%
-64.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.2% | -12.8% | -7.0% |
| 7D | -28.3% | +0.4% | -28.7% | -28.3% |
| 30D | -28.4% | +2.2% | -30.6% | -28.5% |
| 3M | -14.1% | +2.1% | -16.2% | -14.4% |
| 6M | +13.2% | -6.5% | +19.7% | +13.7% |
| YTD | +0.8% | +55.6% | -54.7% | -5.8% |
| 1Y | -7.8% | +42.3% | -50.1% | -12.6% |
| All | -7.6% | +56.6% | -64.2% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling