+32.9%
DTE vs CRL
-37.6%
+70.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | 0.0% | -4.6% | +4.6% | +0.3% |
| 30D | -0.5% | +0.5% | -1.0% | -0.6% |
| 3M | -6.0% | +46.6% | -52.7% | -8.4% |
| 6M | -7.2% | +57.3% | -64.5% | -10.2% |
| YTD | +7.2% | +39.5% | -32.4% | +4.5% |
| 1Y | +4.1% | +76.9% | -72.8% | -0.7% |
| 3Y | +46.9% | +39.4% | +7.5% | +40.4% |
| 5Y | +32.9% | -37.2% | +70.1% | +30.1% |
| All | +32.9% | -37.6% | +70.5% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling