+251.7%
CB vs PH
+700.2%
-448.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +4.3% | -1.4% | +1.3% |
| 30D | +7.3% | +0.1% | +7.2% | +6.8% |
| 3M | +9.4% | -9.4% | +18.8% | +12.8% |
| 6M | +19.6% | +8.8% | +10.9% | +14.6% |
| YTD | +21.5% | +9.6% | +11.9% | +15.2% |
| 1Y | +28.0% | +14.4% | +13.6% | +19.2% |
| 3Y | +74.9% | +134.5% | -59.7% | +16.1% |
| 5Y | +108.1% | +204.4% | -96.3% | +18.9% |
| All | +251.7% | +700.2% | -448.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling