+189.8%
CPB vs DAR
+1,762.6%
-1,572.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.4% |
| 7D | -8.6% | +1.4% | -9.9% | -8.6% |
| 30D | -7.2% | +12.8% | -20.0% | -7.6% |
| 3M | +0.9% | +7.4% | -6.5% | +0.6% |
| 6M | -11.8% | +22.3% | -34.1% | -12.4% |
| YTD | -19.4% | +81.1% | -100.5% | -20.8% |
| 1Y | -30.4% | +106.5% | -136.9% | -31.9% |
| 3Y | -40.2% | +5.3% | -45.4% | -40.6% |
| 5Y | -39.5% | -11.5% | -28.0% | -40.0% |
| 10Y | -47.4% | +353.3% | -400.7% | -50.4% |
| All | +189.8% | +1,762.6% | -1,572.8% | +144.0% |
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