+14,331.0%
DE vs CPB
+345.1%
+13,985.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +2.3% | -5.8% | +8.1% | +3.9% |
| 30D | +4.4% | +16.5% | -12.0% | +0.3% |
| 3M | +9.8% | -1.1% | +10.9% | +9.6% |
| 6M | +15.8% | +11.5% | +4.3% | +11.6% |
| YTD | +47.0% | -15.7% | +62.7% | +51.4% |
| 1Y | +42.8% | -24.7% | +67.5% | +51.2% |
| 3Y | +88.9% | -37.3% | +126.2% | +106.7% |
| 5Y | +101.9% | -35.0% | +136.9% | +116.4% |
| 10Y | +767.5% | -41.0% | +808.5% | +805.4% |
| All | +14,331.0% | +345.1% | +13,985.9% | +8,107.2% |
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