+1,603.3%
CB vs PBR
+1,797.5%
-194.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.6% |
| 7D | +0.5% | +8.6% | -8.1% | -1.1% |
| 30D | -3.1% | +12.8% | -15.9% | -5.4% |
| 3M | +9.0% | +14.7% | -5.7% | +5.9% |
| 6M | +2.9% | +25.2% | -22.3% | -2.1% |
| YTD | +10.1% | +77.1% | -67.0% | -2.0% |
| 1Y | +22.8% | +69.6% | -46.8% | +10.0% |
| 3Y | +73.8% | +95.6% | -21.8% | +48.7% |
| 5Y | +99.2% | +501.8% | -402.6% | +31.7% |
| 10Y | +218.2% | +640.6% | -422.4% | +78.8% |
| All | +1,603.3% | +1,797.5% | -194.2% | +576.5% |
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