-40.3%
CPB vs DAR
+311.7%
-351.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.0% | +3.1% |
| 7D | -1.6% | +11.6% | -13.1% | -2.1% |
| 30D | +19.2% | -10.2% | +29.5% | +19.8% |
| 3M | -0.9% | -14.8% | +13.9% | -0.2% |
| 6M | +15.2% | -10.1% | +25.3% | +15.7% |
| YTD | -13.1% | +55.5% | -68.6% | -15.6% |
| 1Y | -22.4% | +61.7% | -84.1% | -24.8% |
| 3Y | -35.3% | +37.2% | -72.5% | -37.3% |
| 5Y | -33.0% | -26.9% | -6.1% | -33.6% |
| All | -40.3% | +311.7% | -351.9% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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