+854.6%
DE vs CPB
-45.5%
+900.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.6% |
| 7D | -2.4% | -5.4% | +3.0% | -1.8% |
| 30D | +9.7% | -7.8% | +17.5% | +10.6% |
| 3M | +21.4% | -6.9% | +28.3% | +22.1% |
| 6M | +15.0% | -12.2% | +27.2% | +16.3% |
| YTD | +46.4% | -21.1% | +67.5% | +49.7% |
| 1Y | +45.6% | -33.5% | +79.1% | +51.7% |
| 3Y | +76.8% | -43.2% | +119.9% | +86.5% |
| 5Y | +99.4% | -40.9% | +140.3% | +110.2% |
| All | +854.6% | -45.5% | +900.0% | +932.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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