-46.7%
CPB vs DTE
+137.8%
-184.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | -1.8% | -2.6% | +0.8% | -1.0% |
| 30D | -7.1% | -4.4% | -2.7% | -5.8% |
| 3M | -6.0% | -8.3% | +2.3% | -3.5% |
| 6M | -5.3% | -8.1% | +2.8% | -2.9% |
| YTD | -20.8% | +4.4% | -25.3% | -22.0% |
| 1Y | -33.8% | +0.2% | -34.0% | -34.1% |
| 3Y | -43.7% | +42.6% | -86.3% | -49.6% |
| 5Y | -40.7% | +31.5% | -72.2% | -45.9% |
| All | -46.7% | +137.8% | -184.5% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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