+1,129.1%
DIA vs CP
+5,446.3%
-4,317.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | -0.2% | -2.7% | +2.5% | +0.8% |
| 30D | -1.5% | +0.2% | -1.7% | -1.7% |
| 3M | +3.8% | +2.6% | +1.2% | +2.6% |
| 6M | +10.3% | +6.0% | +4.3% | +7.5% |
| YTD | +12.1% | +24.9% | -12.8% | +2.6% |
| 1Y | +18.6% | +20.1% | -1.5% | +10.0% |
| 3Y | +60.6% | +16.4% | +44.2% | +48.5% |
| 5Y | +64.4% | +31.7% | +32.7% | +43.5% |
| 10Y | +250.1% | +223.9% | +26.2% | +118.4% |
| All | +1,129.1% | +5,446.3% | -4,317.2% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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