-41.6%
CPB vs DTE
+30.3%
-71.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -1.8% | -2.6% | +0.8% | -0.7% |
| 30D | -7.1% | -4.4% | -2.7% | -5.3% |
| 3M | -6.0% | -8.3% | +2.3% | -2.5% |
| 6M | -5.3% | -8.1% | +2.8% | -2.0% |
| YTD | -20.8% | +4.4% | -25.3% | -22.6% |
| 1Y | -33.8% | +0.2% | -34.0% | -34.3% |
| 3Y | -43.7% | +42.6% | -86.3% | -52.4% |
| All | -41.6% | +30.3% | -71.9% | -49.9% |
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