-10.9%
DOW vs CPB
-20.9%
+9.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | -6.0% | -8.0% | +2.0% | -4.6% |
| 30D | -2.7% | -2.4% | -0.3% | -2.3% |
| 3M | -10.5% | +0.5% | -11.0% | -10.9% |
| 6M | -12.4% | -10.5% | -2.0% | -10.9% |
| YTD | +30.0% | -17.5% | +47.5% | +34.5% |
| 1Y | +27.8% | -31.0% | +58.8% | +37.5% |
| 3Y | -34.9% | -40.6% | +5.7% | -28.7% |
| 5Y | -35.9% | -37.7% | +1.8% | -31.5% |
| All | -10.9% | -20.9% | +9.9% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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