+186.4%
CB vs DOW
-15.8%
+202.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.1% |
| 7D | +0.5% | -2.4% | +2.9% | +1.1% |
| 30D | -3.1% | +0.4% | -3.5% | -3.4% |
| 3M | +9.0% | -14.4% | +23.3% | +13.3% |
| 6M | +2.9% | -7.0% | +9.8% | +2.8% |
| YTD | +10.1% | +30.2% | -20.1% | -1.9% |
| 1Y | +22.8% | +29.2% | -6.4% | +8.4% |
| 3Y | +73.8% | -36.7% | +110.5% | +91.8% |
| 5Y | +99.2% | -37.7% | +136.9% | +116.5% |
| All | +186.4% | -15.8% | +202.2% | +125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling