-33.3%
CPB vs DTE
+46.4%
-79.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.0% |
| 7D | -1.6% | +3.4% | -5.0% | -3.0% |
| 30D | +19.2% | +8.9% | +10.3% | +15.0% |
| 3M | -0.9% | +1.1% | -2.0% | -1.5% |
| 6M | +15.2% | +0.1% | +15.2% | +15.1% |
| YTD | -13.1% | +11.1% | -24.1% | -17.3% |
| 1Y | -22.4% | +4.9% | -27.4% | -24.4% |
| 3Y | -35.3% | +58.6% | -93.9% | -47.4% |
| All | -33.3% | +46.4% | -79.7% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling