+56.9%
DLR vs CPB
-40.7%
+97.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.2% |
| 7D | +1.6% | -8.6% | +10.2% | +1.2% |
| 30D | -3.4% | -7.2% | +3.9% | -3.6% |
| 3M | +0.5% | +0.9% | -0.4% | +0.5% |
| 6M | +4.6% | -11.8% | +16.4% | +4.2% |
| YTD | +23.4% | -19.4% | +42.8% | +22.9% |
| 1Y | +19.0% | -30.4% | +49.4% | +18.4% |
| All | +56.9% | -40.7% | +97.6% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling