+15.9%
CB vs PH
+2.6%
+13.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.8% |
| 7D | +2.6% | -3.9% | +6.5% | +2.2% |
| 30D | +11.2% | -9.4% | +20.6% | +10.4% |
| 3M | +5.7% | -10.3% | +16.0% | +5.1% |
| 6M | +15.9% | +2.7% | +13.2% | +14.8% |
| All | +15.9% | +2.6% | +13.3% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling