+102.2%
DG vs CPB
-44.2%
+146.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.7% |
| 7D | -4.8% | -8.0% | +3.2% | -2.5% |
| 30D | +1.8% | -2.4% | +4.2% | +2.3% |
| 3M | +14.5% | +0.5% | +13.9% | +14.0% |
| 6M | -13.6% | -10.5% | -3.1% | -11.1% |
| YTD | -4.8% | -17.5% | +12.7% | -0.1% |
| 1Y | +21.6% | -31.0% | +52.6% | +34.2% |
| 3Y | +4.5% | -40.6% | +45.1% | +19.8% |
| 5Y | -38.5% | -37.7% | -0.7% | -30.4% |
| 10Y | +102.2% | -43.4% | +145.6% | +127.0% |
| All | +102.2% | -44.2% | +146.4% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling