-31.6%
CPB vs DAR
-41.1%
+9.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +8.0% | -9.9% | +17.9% | +8.4% |
| 30D | +22.4% | -16.4% | +38.8% | +23.2% |
| 3M | +2.5% | -17.1% | +19.6% | +3.3% |
| 6M | +12.2% | -20.5% | +32.7% | +13.2% |
| YTD | -12.8% | +39.4% | -52.2% | -15.1% |
| 1Y | -19.2% | +57.2% | -76.4% | -21.9% |
| 3Y | -35.6% | +13.9% | -49.4% | -37.3% |
| All | -31.6% | -41.1% | +9.5% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling