+117.6%
DT vs CPB
-33.4%
+151.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.6% |
| 7D | -3.3% | -8.6% | +5.3% | -3.3% |
| 30D | +2.0% | -7.2% | +9.3% | +2.1% |
| 3M | +20.0% | +0.9% | +19.1% | +20.0% |
| 6M | +39.3% | -11.8% | +51.1% | +39.1% |
| YTD | +19.8% | -19.4% | +39.2% | +19.6% |
| 1Y | +4.3% | -30.4% | +34.7% | +3.9% |
| 3Y | +7.7% | -40.2% | +47.9% | +7.1% |
| 5Y | -26.8% | -39.5% | +12.7% | -27.7% |
| All | +117.6% | -33.4% | +151.0% | +83.2% |
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