+1,287.6%
CB vs DLR
+3,595.6%
-2,308.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | +1.6% | -1.1% | 0.0% |
| 30D | -3.1% | -3.4% | +0.2% | -2.2% |
| 3M | +9.0% | +0.5% | +8.5% | +8.1% |
| 6M | +2.9% | +4.6% | -1.7% | +0.6% |
| YTD | +10.1% | +23.4% | -13.3% | +1.9% |
| 1Y | +22.8% | +19.0% | +3.8% | +14.5% |
| 3Y | +73.8% | +56.5% | +17.3% | +43.5% |
| 5Y | +99.2% | +33.3% | +65.8% | +68.2% |
| 10Y | +218.2% | +165.1% | +53.1% | +99.0% |
| All | +1,287.6% | +3,595.6% | -2,308.0% | +247.2% |
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