+186.6%
DLR vs CPB
-40.8%
+227.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +5.0% | -5.8% | +10.8% | +6.1% |
| 30D | +3.0% | +16.5% | -13.5% | +0.2% |
| 3M | -6.3% | -1.1% | -5.2% | -6.5% |
| 6M | -4.8% | +11.5% | -16.2% | -7.4% |
| YTD | +21.0% | -15.7% | +36.8% | +23.7% |
| 1Y | +15.1% | -24.7% | +39.8% | +20.4% |
| 3Y | +56.0% | -37.3% | +93.3% | +66.1% |
| 5Y | +39.1% | -35.0% | +74.2% | +44.6% |
| All | +186.6% | -40.8% | +227.4% | +184.4% |
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