-26.7%
DT vs CF
+227.0%
-253.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.2% |
| 7D | -3.3% | +6.0% | -9.3% | -4.1% |
| 30D | +2.0% | +14.8% | -12.8% | +0.1% |
| 3M | +20.0% | +14.1% | +5.9% | +17.5% |
| 6M | +39.3% | +28.5% | +10.8% | +32.9% |
| YTD | +19.8% | +74.9% | -55.2% | +8.7% |
| 1Y | +4.3% | +61.7% | -57.4% | -4.3% |
| 3Y | +7.7% | +80.3% | -72.6% | -4.3% |
| All | -26.7% | +227.0% | -253.6% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling