+3,457.2%
DLR vs CPB
+69.0%
+3,388.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.7% |
| 7D | +2.4% | +3.3% | -0.9% | +1.4% |
| 30D | +0.7% | +19.0% | -18.3% | -4.5% |
| 3M | -6.4% | +0.4% | -6.9% | -7.3% |
| 6M | -6.5% | +13.0% | -19.5% | -11.1% |
| YTD | +18.8% | -12.7% | +31.5% | +21.4% |
| 1Y | +9.0% | -20.9% | +29.9% | +14.7% |
| 3Y | +54.5% | -35.4% | +89.9% | +68.4% |
| 5Y | +35.8% | -32.3% | +68.1% | +42.5% |
| 10Y | +177.5% | -40.5% | +218.0% | +194.8% |
| All | +3,457.2% | +69.0% | +3,388.2% | +2,410.2% |
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