+1,129.1%
DIA vs CPB
-5.8%
+1,134.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.4% |
| 7D | -0.2% | -8.6% | +8.4% | +2.1% |
| 30D | -1.5% | -7.2% | +5.7% | +0.2% |
| 3M | +3.8% | +0.9% | +2.9% | +2.8% |
| 6M | +10.3% | -11.8% | +22.1% | +13.0% |
| YTD | +12.1% | -19.4% | +31.5% | +17.3% |
| 1Y | +18.6% | -30.4% | +49.0% | +28.9% |
| 3Y | +60.6% | -40.2% | +100.8% | +78.7% |
| 5Y | +64.4% | -39.5% | +103.9% | +79.9% |
| 10Y | +250.1% | -47.4% | +297.5% | +282.2% |
| All | +1,129.1% | -5.8% | +1,134.9% | +887.2% |
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