+14,606.5%
DE vs CPB
+349.9%
+14,256.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +2.3% | -4.1% | +6.3% | +3.3% |
| 30D | +9.3% | +16.9% | -7.6% | +4.9% |
| 3M | +12.2% | -0.6% | +12.8% | +11.9% |
| 6M | +18.1% | +11.4% | +6.7% | +13.8% |
| YTD | +49.8% | -14.8% | +64.6% | +53.8% |
| 1Y | +46.4% | -24.8% | +71.1% | +55.1% |
| 3Y | +92.5% | -36.6% | +129.1% | +110.1% |
| 5Y | +107.4% | -33.3% | +140.7% | +120.8% |
| 10Y | +784.1% | -40.4% | +824.5% | +820.2% |
| All | +14,606.5% | +349.9% | +14,256.6% | +8,241.2% |
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