-10.8%
DOW vs CPB
-22.7%
+11.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.4% |
| 7D | -2.4% | -8.6% | +6.2% | -0.7% |
| 30D | +0.4% | -7.2% | +7.6% | +1.7% |
| 3M | -14.4% | +0.9% | -15.3% | -14.9% |
| 6M | -7.0% | -11.8% | +4.8% | -5.2% |
| YTD | +30.2% | -19.4% | +49.6% | +35.3% |
| 1Y | +29.2% | -30.4% | +59.6% | +38.6% |
| 3Y | -36.7% | -40.2% | +3.4% | -30.7% |
| 5Y | -37.7% | -39.5% | +1.8% | -33.1% |
| All | -10.8% | -22.7% | +11.9% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling