+96.4%
DE vs CPB
-38.5%
+134.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.1% |
| 7D | +0.7% | -8.2% | +8.9% | +2.0% |
| 30D | +9.6% | -5.6% | +15.2% | +10.6% |
| 3M | +19.0% | +3.0% | +16.0% | +18.0% |
| 6M | +16.1% | -12.7% | +28.8% | +18.4% |
| YTD | +47.0% | -18.0% | +65.0% | +51.5% |
| 1Y | +43.1% | -31.7% | +74.9% | +52.6% |
| 3Y | +77.5% | -41.0% | +118.4% | +92.3% |
| 5Y | +96.4% | -38.4% | +134.7% | +117.6% |
| All | +96.4% | -38.5% | +134.9% | +117.6% |
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