+16.3%
CB vs DOW
-11.3%
+27.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.0% | +0.2% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +7.3% | +15.7% | -8.4% | +6.3% |
| 3M | +7.0% | +5.3% | +1.7% | +6.2% |
| 6M | +16.3% | -14.2% | +30.6% | +14.1% |
| All | +16.3% | -11.3% | +27.7% | +14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling