+71.8%
CB vs PH
+135.3%
-63.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.6% | -2.0% |
| 7D | +0.2% | +2.0% | -1.7% | 0.0% |
| 30D | +9.1% | -3.7% | +12.7% | +9.3% |
| 3M | +3.4% | -14.0% | +17.5% | +4.8% |
| 6M | +14.1% | +2.1% | +12.0% | +13.4% |
| YTD | +18.0% | +5.1% | +13.0% | +16.7% |
| 1Y | +30.1% | +10.9% | +19.2% | +27.7% |
| 3Y | +71.8% | +132.9% | -61.2% | +52.8% |
| All | +71.8% | +135.3% | -63.6% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling