+1,380.9%
CB vs DLR
+3,457.3%
-2,076.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.5% |
| 7D | -1.5% | +2.4% | -3.9% | -2.3% |
| 30D | +6.5% | +0.7% | +5.8% | +6.0% |
| 3M | +4.1% | -6.4% | +10.5% | +5.7% |
| 6M | +14.4% | -6.5% | +20.9% | +15.6% |
| YTD | +17.5% | +18.8% | -1.3% | +9.7% |
| 1Y | +27.5% | +9.0% | +18.5% | +22.1% |
| 3Y | +71.6% | +54.5% | +17.1% | +42.0% |
| 5Y | +100.6% | +35.8% | +64.8% | +67.6% |
| 10Y | +243.0% | +177.5% | +65.5% | +110.0% |
| All | +1,380.9% | +3,457.3% | -2,076.3% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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