-28.4%
DT vs CPB
-38.1%
+9.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.6% |
| 7D | -0.5% | -8.0% | +7.5% | -0.7% |
| 30D | +0.1% | -2.4% | +2.5% | 0.0% |
| 3M | +24.1% | +0.5% | +23.6% | +24.1% |
| 6M | +30.1% | -10.5% | +40.6% | +29.3% |
| YTD | +16.8% | -17.5% | +34.3% | +15.6% |
| 1Y | -0.1% | -31.0% | +30.9% | -2.2% |
| 3Y | +6.8% | -40.6% | +47.5% | +3.9% |
| 5Y | -28.4% | -37.7% | +9.4% | -30.6% |
| All | -28.4% | -38.1% | +9.7% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling