+207.0%
CB vs DOW
-10.2%
+217.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | +0.2% | -9.5% | +9.8% | +3.1% |
| 30D | +9.1% | +13.1% | -4.0% | +5.2% |
| 3M | +3.4% | +4.8% | -1.4% | +1.6% |
| 6M | +14.1% | -16.7% | +30.7% | +19.2% |
| YTD | +18.0% | +38.9% | -20.9% | +3.0% |
| 1Y | +30.1% | +48.3% | -18.2% | +10.6% |
| 3Y | +71.8% | -24.4% | +96.1% | +77.4% |
| 5Y | +101.8% | -29.2% | +131.0% | +109.8% |
| All | +207.0% | -10.2% | +217.2% | +136.3% |
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 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