+176.8%
CB vs PINS
-14.1%
+190.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.8% |
| 7D | +0.5% | -12.0% | +12.5% | +1.4% |
| 30D | -3.1% | -12.7% | +9.6% | -2.2% |
| 3M | +9.0% | -5.5% | +14.5% | +9.1% |
| 6M | +2.9% | +5.3% | -2.4% | +2.0% |
| YTD | +10.1% | -21.2% | +31.3% | +11.3% |
| 1Y | +22.8% | -45.0% | +67.8% | +27.2% |
| 3Y | +73.8% | -26.2% | +100.0% | +71.6% |
| 5Y | +99.2% | -64.0% | +163.1% | +106.1% |
| All | +176.8% | -14.1% | +190.9% | +102.5% |
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