+107.4%
DE vs CPB
-33.9%
+141.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +2.3% | -4.1% | +6.3% | +2.9% |
| 30D | +9.3% | +16.9% | -7.6% | +6.5% |
| 3M | +12.2% | -0.6% | +12.8% | +12.0% |
| 6M | +18.1% | +11.4% | +6.7% | +15.3% |
| YTD | +49.8% | -14.8% | +64.6% | +53.2% |
| 1Y | +46.4% | -24.8% | +71.1% | +53.2% |
| 3Y | +92.5% | -36.6% | +129.1% | +105.8% |
| 5Y | +107.4% | -33.3% | +140.7% | +122.5% |
| All | +107.4% | -33.9% | +141.3% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling