+99.4%
CB vs PPG
-20.0%
+119.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | -0.5% | -3.7% | +3.2% | +0.3% |
| 30D | -3.1% | -7.2% | +4.1% | -1.4% |
| 3M | +4.2% | -7.3% | +11.5% | +5.6% |
| 6M | +4.7% | +0.3% | +4.4% | +3.6% |
| YTD | +8.8% | +6.5% | +2.3% | +5.6% |
| 1Y | +22.6% | +0.5% | +22.1% | +20.7% |
| 3Y | +70.6% | -15.3% | +85.9% | +74.0% |
| 5Y | +99.4% | -22.9% | +122.3% | +109.2% |
| All | +99.4% | -20.0% | +119.4% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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