-42.2%
DT vs CF
+112.3%
-154.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -20.2% | -0.9% | -19.4% | -20.2% |
| 30D | -30.8% | +6.9% | -37.7% | -31.3% |
| 3M | -10.2% | +4.8% | -15.1% | -11.0% |
| 6M | +8.0% | +4.7% | +3.4% | +6.8% |
| YTD | +1.5% | +56.5% | -55.0% | -6.3% |
| 1Y | -6.9% | +48.4% | -55.3% | -13.3% |
| 3Y | -10.9% | +59.1% | -70.1% | -19.0% |
| 5Y | -42.2% | +109.5% | -151.7% | -56.9% |
| All | -42.2% | +112.3% | -154.5% | -56.9% |
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