+105.9%
CB vs PH
+209.1%
-103.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | 0.0% | +7.4% | -7.3% | -1.5% |
| 30D | +7.4% | +0.5% | +6.9% | +7.1% |
| 3M | +8.6% | -10.2% | +18.9% | +10.9% |
| 6M | +16.1% | +8.9% | +7.2% | +13.2% |
| YTD | +20.2% | +9.7% | +10.5% | +16.4% |
| 1Y | +27.2% | +12.8% | +14.4% | +22.2% |
| 3Y | +72.7% | +134.6% | -61.9% | +28.7% |
| 5Y | +105.9% | +204.5% | -98.6% | +36.9% |
| All | +105.9% | +209.1% | -103.1% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling