-8.1%
DT vs CPB
-36.0%
+27.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -24.7% | +8.0% | -32.7% | -24.7% |
| 30D | -27.4% | +22.4% | -49.8% | -27.5% |
| 3M | -11.1% | +2.5% | -13.6% | -11.0% |
| 6M | +13.7% | +12.2% | +1.5% | +13.7% |
| YTD | +0.2% | -12.8% | +13.0% | +0.2% |
| 1Y | -5.7% | -19.2% | +13.5% | -5.9% |
| 3Y | -8.1% | -35.6% | +27.4% | -7.9% |
| All | -8.1% | -36.0% | +27.9% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling