+1,340.6%
DTE vs CRL
+1,379.5%
-38.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.5% |
| 7D | +0.2% | -1.0% | +1.2% | +0.3% |
| 30D | -2.6% | +10.7% | -13.2% | -4.1% |
| 3M | -3.9% | +55.3% | -59.2% | -10.4% |
| 6M | -7.9% | +60.7% | -68.6% | -15.2% |
| YTD | +7.2% | +44.6% | -37.4% | 0.0% |
| 1Y | +3.1% | +77.7% | -74.7% | -7.3% |
| 3Y | +47.6% | +37.6% | +9.9% | +33.8% |
| 5Y | +32.7% | -35.8% | +68.5% | +33.9% |
| 10Y | +138.8% | +241.7% | -103.0% | +76.1% |
| All | +1,340.6% | +1,379.5% | -38.9% | +761.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling