+218.9%
CB vs PH
+808.0%
-589.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.5% | -3.1% | +3.6% | +1.6% |
| 30D | -3.1% | -3.2% | +0.1% | -2.1% |
| 3M | +9.0% | +10.6% | -1.6% | +4.3% |
| 6M | +2.9% | -2.1% | +5.0% | +2.6% |
| YTD | +10.1% | +10.2% | -0.1% | +4.7% |
| 1Y | +22.8% | +28.2% | -5.4% | +9.7% |
| 3Y | +73.8% | +134.9% | -61.1% | +15.5% |
| 5Y | +99.2% | +253.6% | -154.5% | +6.6% |
| All | +218.9% | +808.0% | -589.0% | +9.2% |
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