+7,262.2%
CB vs PH
+15,742.5%
-8,480.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.1% |
| 7D | +2.6% | -3.9% | +6.5% | +4.0% |
| 30D | +11.2% | -9.4% | +20.6% | +14.9% |
| 3M | +5.7% | -10.3% | +16.0% | +9.4% |
| 6M | +15.9% | +2.7% | +13.2% | +13.5% |
| YTD | +20.2% | +2.1% | +18.0% | +17.0% |
| 1Y | +32.4% | +16.2% | +16.2% | +22.4% |
| 3Y | +75.5% | +129.3% | -53.8% | +20.2% |
| 5Y | +105.5% | +191.7% | -86.3% | +24.9% |
| 10Y | +258.5% | +759.2% | -500.7% | +35.3% |
| All | +7,262.2% | +15,742.5% | -8,480.4% | +935.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling