+98.9%
CB vs PBR
+563.6%
-464.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -5.0% | -1.7% |
| 7D | -0.6% | +2.5% | -3.1% | -0.8% |
| 30D | -3.9% | +19.4% | -23.3% | -5.4% |
| 3M | +4.9% | +20.8% | -15.9% | +3.1% |
| 6M | +3.3% | +23.5% | -20.2% | +1.1% |
| YTD | +8.5% | +83.4% | -74.9% | +2.1% |
| 1Y | +22.1% | +77.6% | -55.5% | +15.1% |
| 3Y | +70.1% | +99.9% | -29.7% | +56.8% |
| All | +98.9% | +563.6% | -464.8% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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