+755.9%
DE vs CPB
-38.9%
+794.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.1% |
| 7D | +0.3% | -1.6% | +1.9% | +0.4% |
| 30D | +3.6% | +19.2% | -15.6% | +1.5% |
| 3M | +10.2% | -1.0% | +11.2% | +10.2% |
| 6M | +16.6% | +15.2% | +1.4% | +14.4% |
| YTD | +45.8% | -13.1% | +58.9% | +47.4% |
| 1Y | +43.9% | -22.4% | +66.3% | +47.3% |
| 3Y | +89.6% | -35.3% | +124.9% | +97.1% |
| 5Y | +100.3% | -33.0% | +133.3% | +108.4% |
| All | +755.9% | -38.9% | +794.8% | +834.1% |
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