+3,595.7%
DLR vs CPB
+56.1%
+3,539.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.3% |
| 7D | +1.6% | -8.6% | +10.2% | +4.1% |
| 30D | -3.4% | -7.2% | +3.9% | -1.5% |
| 3M | +0.5% | +0.9% | -0.4% | -0.7% |
| 6M | +4.6% | -11.8% | +16.4% | +7.2% |
| YTD | +23.4% | -19.4% | +42.8% | +29.6% |
| 1Y | +19.0% | -30.4% | +49.4% | +30.4% |
| 3Y | +56.5% | -40.2% | +96.7% | +74.8% |
| 5Y | +33.3% | -39.5% | +72.8% | +45.5% |
| 10Y | +165.1% | -47.4% | +212.5% | +195.6% |
| All | +3,595.7% | +56.1% | +3,539.5% | +2,581.0% |
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