-34.6%
DOW vs CPB
-40.5%
+6.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.1% |
| 7D | -2.9% | -8.2% | +5.3% | -1.5% |
| 30D | +2.0% | -5.6% | +7.6% | +2.9% |
| 3M | -12.5% | +3.0% | -15.5% | -13.2% |
| 6M | -9.2% | -12.7% | +3.5% | -6.6% |
| YTD | +30.8% | -18.0% | +48.8% | +36.6% |
| 1Y | +29.4% | -31.7% | +61.1% | +42.2% |
| 3Y | -34.6% | -41.0% | +6.4% | -26.2% |
| All | -34.6% | -40.5% | +6.0% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling