+235.7%
DIA vs CPB
-38.9%
+274.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.3% |
| 7D | +2.1% | -1.6% | +3.7% | +2.3% |
| 30D | +1.5% | +19.2% | -17.7% | -1.1% |
| 3M | -2.4% | -0.9% | -1.5% | -2.5% |
| 6M | +6.0% | +15.2% | -9.3% | +3.3% |
| YTD | +10.1% | -13.1% | +23.1% | +11.6% |
| 1Y | +11.8% | -22.4% | +34.2% | +15.4% |
| 3Y | +59.7% | -35.3% | +95.0% | +67.9% |
| 5Y | +57.9% | -33.0% | +90.9% | +64.1% |
| All | +235.7% | -38.9% | +274.6% | +247.5% |
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