+188.1%
DLR vs CPB
-40.9%
+229.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +0.3% | +2.9% | -2.5% | -0.1% |
| 30D | +1.2% | +17.6% | -16.4% | -1.7% |
| 3M | -4.8% | +2.0% | -6.8% | -5.5% |
| 6M | -6.1% | +11.6% | -17.8% | -8.7% |
| YTD | +19.3% | -13.8% | +33.1% | +21.5% |
| 1Y | +10.0% | -21.6% | +31.5% | +14.1% |
| 3Y | +53.8% | -35.8% | +89.6% | +63.1% |
| 5Y | +39.1% | -33.3% | +72.4% | +43.9% |
| 10Y | +188.1% | -39.4% | +227.6% | +179.0% |
| All | +188.1% | -40.9% | +229.0% | +179.0% |
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