-43.0%
DT vs CP
+24.4%
-67.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | -24.7% | +2.8% | -27.5% | -25.4% |
| 30D | -27.4% | +10.2% | -37.6% | -29.9% |
| 3M | -11.1% | +2.4% | -13.5% | -12.0% |
| 6M | +13.7% | +7.7% | +6.0% | +10.0% |
| YTD | +0.2% | +26.0% | -25.8% | -10.0% |
| 1Y | -5.7% | +34.6% | -40.3% | -17.9% |
| 3Y | -8.1% | +26.7% | -34.8% | -20.1% |
| All | -43.0% | +24.4% | -67.3% | -49.3% |
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