+1,107.4%
DIA vs CPB
+2.0%
+1,105.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.5% |
| 7D | +0.8% | +3.3% | -2.5% | -0.1% |
| 30D | +1.4% | +19.0% | -17.6% | -3.3% |
| 3M | -2.7% | +0.4% | -3.1% | -3.3% |
| 6M | +6.2% | +13.0% | -6.8% | +1.7% |
| YTD | +10.1% | -12.7% | +22.8% | +12.5% |
| 1Y | +13.0% | -20.9% | +33.9% | +18.4% |
| 3Y | +61.9% | -35.4% | +97.3% | +76.1% |
| 5Y | +57.1% | -32.3% | +89.3% | +66.1% |
| 10Y | +240.9% | -40.5% | +281.4% | +258.0% |
| All | +1,107.4% | +2.0% | +1,105.4% | +846.1% |
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