+103.2%
CB vs DOW
-30.0%
+133.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | +0.2% | -9.5% | +9.8% | +1.6% |
| 30D | +9.1% | +13.1% | -4.0% | +7.1% |
| 3M | +3.4% | +4.8% | -1.4% | +2.5% |
| 6M | +14.1% | -16.7% | +30.7% | +16.7% |
| YTD | +18.0% | +38.9% | -20.9% | +9.3% |
| 1Y | +30.1% | +48.3% | -18.2% | +18.8% |
| 3Y | +71.8% | -24.4% | +96.1% | +79.8% |
| All | +103.2% | -30.0% | +133.1% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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