-30.8%
DOW vs CPB
-31.8%
+1.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -9.4% | +3.3% | -12.7% | -10.0% |
| 30D | +8.9% | +19.0% | -10.1% | +5.5% |
| 3M | +6.7% | +0.4% | +6.3% | +6.3% |
| 6M | -14.2% | +13.0% | -27.2% | -16.6% |
| YTD | +36.9% | -12.7% | +49.7% | +40.1% |
| 1Y | +45.8% | -20.9% | +66.6% | +52.5% |
| 3Y | -23.9% | -35.4% | +11.5% | -18.1% |
| 5Y | -30.8% | -32.3% | +1.5% | -31.2% |
| All | -30.8% | -31.8% | +1.0% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling