+345.0%
CPB vs DTE
+3,490.8%
-3,145.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -8.6% | +0.2% | -8.8% | -8.7% |
| 30D | -7.2% | -2.6% | -4.7% | -6.4% |
| 3M | +0.9% | -3.9% | +4.8% | +2.3% |
| 6M | -11.8% | -7.9% | -3.9% | -9.2% |
| YTD | -19.4% | +7.2% | -26.6% | -21.7% |
| 1Y | -30.4% | +3.1% | -33.5% | -31.5% |
| 3Y | -40.2% | +47.6% | -87.7% | -48.7% |
| 5Y | -39.5% | +32.7% | -72.2% | -46.5% |
| 10Y | -47.4% | +138.8% | -186.1% | -64.7% |
| All | +345.0% | +3,490.8% | -3,145.8% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling