+134.2%
DTE vs CRL
+256.1%
-121.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.6% |
| 7D | -2.6% | -3.5% | +1.0% | -2.1% |
| 30D | -4.4% | -2.1% | -2.3% | -4.2% |
| 3M | -8.3% | +48.0% | -56.3% | -14.1% |
| 6M | -8.1% | +64.7% | -72.8% | -16.0% |
| YTD | +4.4% | +39.5% | -35.1% | -2.3% |
| 1Y | +0.2% | +74.2% | -74.0% | -10.3% |
| 3Y | +42.6% | +39.4% | +3.2% | +28.0% |
| 5Y | +31.5% | -36.9% | +68.4% | +41.2% |
| All | +134.2% | +256.1% | -121.8% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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