+3,340.7%
DLR vs CPB
+68.9%
+3,271.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -3.6% | +8.0% | -11.6% | -5.7% |
| 30D | -3.5% | +22.4% | -25.9% | -9.2% |
| 3M | -8.9% | +2.5% | -11.4% | -10.3% |
| 6M | -11.6% | +12.2% | -23.8% | -15.8% |
| YTD | +14.9% | -12.8% | +27.7% | +17.4% |
| 1Y | +6.4% | -19.2% | +25.6% | +11.2% |
| 3Y | +47.3% | -35.6% | +82.8% | +60.7% |
| 5Y | +32.8% | -31.4% | +64.2% | +38.6% |
| 10Y | +169.6% | -37.9% | +207.5% | +180.7% |
| All | +3,340.7% | +68.9% | +3,271.8% | +2,329.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling