+165.8%
DLR vs CPB
-45.7%
+211.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.3% |
| 7D | +3.4% | -8.2% | +11.6% | +4.9% |
| 30D | -2.2% | -5.6% | +3.4% | -1.4% |
| 3M | +4.7% | +3.0% | +1.8% | +3.5% |
| 6M | +9.0% | -12.7% | +21.7% | +11.2% |
| YTD | +24.1% | -18.0% | +42.1% | +28.0% |
| 1Y | +20.9% | -31.7% | +52.7% | +29.5% |
| 3Y | +60.0% | -41.0% | +101.0% | +73.5% |
| 5Y | +35.3% | -38.4% | +73.7% | +42.8% |
| 10Y | +165.8% | -45.0% | +210.7% | +180.5% |
| All | +165.8% | -45.7% | +211.4% | +180.5% |
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