+14,609.3%
DE vs CPB
+325.7%
+14,283.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.7% |
| 7D | +10.0% | -8.6% | +18.6% | +12.4% |
| 30D | +13.3% | -7.2% | +20.6% | +15.3% |
| 3M | +17.5% | +0.9% | +16.6% | +16.6% |
| 6M | +13.6% | -11.8% | +25.4% | +16.2% |
| YTD | +49.8% | -19.4% | +69.2% | +56.5% |
| 1Y | +47.9% | -30.4% | +78.2% | +59.9% |
| 3Y | +72.5% | -40.2% | +112.7% | +91.4% |
| 5Y | +90.2% | -39.5% | +129.7% | +108.2% |
| 10Y | +865.4% | -47.4% | +912.8% | +943.5% |
| All | +14,609.3% | +325.7% | +14,283.6% | +8,385.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling