-45.0%
CPB vs DAR
+367.0%
-412.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.2% | +1.6% |
| 7D | -8.2% | -0.9% | -7.4% | -8.2% |
| 30D | -5.6% | +13.0% | -18.6% | -6.2% |
| 3M | +3.0% | +15.0% | -12.0% | +2.1% |
| 6M | -12.7% | +26.8% | -39.6% | -14.0% |
| YTD | -18.0% | +86.4% | -104.4% | -21.1% |
| 1Y | -31.7% | +115.1% | -146.8% | -35.0% |
| 3Y | -41.0% | +14.6% | -55.6% | -42.4% |
| 5Y | -38.4% | -8.8% | -29.6% | -39.6% |
| 10Y | -45.0% | +356.5% | -401.5% | -54.5% |
| All | -45.0% | +367.0% | -412.0% | -54.5% |
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