+217.5%
CPB vs DAR
+1,334.0%
-1,116.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | +8.0% | -9.9% | +17.9% | +8.3% |
| 30D | +22.4% | -16.4% | +38.8% | +22.9% |
| 3M | +3.8% | -17.1% | +20.9% | +4.3% |
| 6M | +13.7% | -20.5% | +34.1% | +14.2% |
| YTD | -11.7% | +39.4% | -51.1% | -12.7% |
| 1Y | -18.1% | +57.2% | -75.4% | -19.3% |
| 3Y | -34.7% | +13.9% | -48.6% | -35.4% |
| 5Y | -30.6% | -40.8% | +10.3% | -30.4% |
| 10Y | -37.1% | +276.2% | -313.4% | -40.5% |
| All | +217.5% | +1,334.0% | -1,116.5% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling