+1,779.3%
CB vs PBR
+1,629.6%
+149.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.8% |
| 7D | +2.9% | -1.0% | +4.0% | +3.1% |
| 30D | +7.3% | -29.3% | +36.6% | +13.9% |
| 3M | +9.4% | +5.5% | +3.9% | +7.5% |
| 6M | +19.6% | -2.9% | +22.5% | +19.0% |
| YTD | +21.5% | +61.5% | -40.0% | +9.3% |
| 1Y | +28.0% | +46.9% | -18.8% | +17.1% |
| 3Y | +74.9% | +66.4% | +8.4% | +53.4% |
| 5Y | +108.1% | +460.3% | -352.2% | +39.2% |
| 10Y | +251.8% | +564.6% | -312.8% | +101.5% |
| All | +1,779.3% | +1,629.6% | +149.6% | +654.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling