+19.0%
DLR vs CPB
-32.6%
+51.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.1% |
| 7D | +1.6% | -8.6% | +10.2% | +1.0% |
| 30D | -3.4% | -7.2% | +3.9% | -3.8% |
| 3M | +0.5% | +0.9% | -0.4% | +0.4% |
| 6M | +4.6% | -11.8% | +16.4% | +3.9% |
| YTD | +23.4% | -19.4% | +42.8% | +22.9% |
| 1Y | +19.0% | -30.4% | +49.4% | +19.7% |
| All | +19.0% | -32.6% | +51.6% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling