-4.2%
DT vs CPB
-22.0%
+17.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.4% | -0.3% |
| 7D | +3.1% | -1.6% | +4.7% | +3.2% |
| 30D | -29.5% | +19.2% | -48.7% | -30.3% |
| 3M | -11.7% | -1.0% | -10.8% | -11.3% |
| 6M | +29.0% | +15.2% | +13.8% | +27.7% |
| YTD | +3.4% | -13.1% | +16.5% | +5.4% |
| 1Y | -4.2% | -22.4% | +18.2% | -1.0% |
| All | -4.2% | -22.0% | +17.8% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling