-5.7%
DT vs CP
+35.2%
-41.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | 0.0% |
| 7D | -25.5% | +5.6% | -31.1% | -24.8% |
| 30D | -22.3% | +10.0% | -32.3% | -21.1% |
| 3M | +2.3% | +4.4% | -2.1% | +3.1% |
| 6M | +20.7% | +14.1% | +6.7% | +24.1% |
| YTD | +7.9% | +29.1% | -21.1% | +14.3% |
| 1Y | -5.7% | +34.6% | -40.3% | -2.2% |
| All | -5.7% | +35.2% | -41.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling