+196.7%
CB vs PINS
-20.2%
+216.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.5% |
| 7D | +0.2% | -2.1% | +2.3% | +0.4% |
| 30D | +9.1% | -6.6% | +15.7% | +9.5% |
| 3M | +3.4% | -18.7% | +22.1% | +4.7% |
| 6M | +14.1% | -10.4% | +24.5% | +14.4% |
| YTD | +18.0% | -26.8% | +44.8% | +19.7% |
| 1Y | +30.1% | -27.9% | +58.0% | +32.0% |
| 3Y | +71.8% | -38.7% | +110.5% | +72.5% |
| 5Y | +101.8% | -59.0% | +160.8% | +105.0% |
| All | +196.7% | -20.2% | +216.8% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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