+117.6%
DT vs CP
+103.3%
+14.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | -3.3% | -2.7% | -0.6% | -2.0% |
| 30D | +2.0% | +0.2% | +1.9% | +1.9% |
| 3M | +20.0% | +2.6% | +17.4% | +18.0% |
| 6M | +39.3% | +6.0% | +33.3% | +33.5% |
| YTD | +19.8% | +24.9% | -5.2% | +4.0% |
| 1Y | +4.3% | +20.1% | -15.8% | -7.7% |
| 3Y | +7.7% | +16.4% | -8.7% | -5.5% |
| 5Y | -26.8% | +31.7% | -58.6% | -42.2% |
| All | +117.6% | +103.3% | +14.3% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling