-6.9%
DT vs CPB
-21.8%
+14.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -7.5% | +2.9% | -10.4% | -7.6% |
| 30D | -31.5% | +17.6% | -49.1% | -32.2% |
| 3M | -14.0% | +2.0% | -16.0% | -14.0% |
| 6M | +6.9% | +11.6% | -4.8% | +5.9% |
| YTD | +0.3% | -13.8% | +14.1% | +2.3% |
| 1Y | -6.9% | -21.6% | +14.6% | -4.0% |
| All | -6.9% | -21.8% | +14.9% | -4.0% |
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