-6.2%
DOW vs CP
+147.9%
-154.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.8% |
| 7D | -9.4% | +2.8% | -12.2% | -11.3% |
| 30D | +8.9% | +11.3% | -2.4% | +1.0% |
| 3M | +6.7% | +2.9% | +3.9% | +4.1% |
| 6M | -14.2% | +9.8% | -24.0% | -20.6% |
| YTD | +36.9% | +28.5% | +8.4% | +11.1% |
| 1Y | +45.8% | +33.5% | +12.3% | +15.0% |
| 3Y | -23.9% | +31.9% | -55.8% | -40.7% |
| 5Y | -30.8% | +25.5% | -56.3% | -46.1% |
| All | -6.2% | +147.9% | -154.1% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling