+84.4%
DT vs CP
+109.1%
-24.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.2% |
| 7D | -20.2% | +2.8% | -23.0% | -21.3% |
| 30D | -30.8% | +11.3% | -42.1% | -34.5% |
| 3M | -10.2% | +2.9% | -13.1% | -11.8% |
| 6M | +8.0% | +9.8% | -1.7% | +2.1% |
| YTD | +1.5% | +28.5% | -27.1% | -13.3% |
| 1Y | -6.9% | +33.5% | -40.4% | -22.3% |
| 3Y | -10.9% | +31.9% | -42.8% | -27.5% |
| 5Y | -42.2% | +25.5% | -67.7% | -52.6% |
| All | +84.4% | +109.1% | -24.7% | +3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling