+213.5%
CPB vs DAR
+1,334.0%
-1,120.5%
-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 | +2.5% | -17.1% | +19.6% | +3.0% |
| 6M | +12.2% | -20.5% | +32.7% | +12.8% |
| YTD | -12.8% | +39.4% | -52.2% | -13.8% |
| 1Y | -19.2% | +57.2% | -76.4% | -20.3% |
| 3Y | -35.6% | +13.9% | -49.4% | -36.2% |
| 5Y | -31.4% | -40.8% | +9.4% | -31.2% |
| 10Y | -37.9% | +276.2% | -314.2% | -41.2% |
| All | +213.5% | +1,334.0% | -1,120.5% | +165.7% |
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