+246.7%
CB vs PH
+737.8%
-491.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | +0.7% | +2.1% | -1.4% | -0.2% |
| 30D | +8.2% | +0.3% | +7.9% | +7.6% |
| 3M | +6.3% | -8.8% | +15.1% | +9.3% |
| 6M | +16.2% | +10.0% | +6.1% | +10.9% |
| YTD | +19.3% | +10.5% | +8.9% | +12.8% |
| 1Y | +29.2% | +15.5% | +13.7% | +19.9% |
| 3Y | +71.4% | +136.4% | -64.9% | +13.5% |
| 5Y | +104.2% | +213.6% | -109.3% | +15.2% |
| 10Y | +246.7% | +713.9% | -467.3% | +24.1% |
| All | +246.7% | +737.8% | -491.2% | +24.1% |
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