-36.6%
DT vs CP
+25.5%
-62.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +3.1% | +2.1% | +1.0% | +2.4% |
| 30D | -29.5% | +9.3% | -38.9% | -31.8% |
| 3M | -11.7% | +0.5% | -12.2% | -12.0% |
| 6M | +29.0% | +10.4% | +18.6% | +23.8% |
| YTD | +3.4% | +28.7% | -25.3% | -7.8% |
| 1Y | -4.2% | +33.2% | -37.4% | -16.0% |
| 3Y | -12.8% | +38.4% | -51.3% | -27.2% |
| All | -36.6% | +25.5% | -62.2% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling