+248.2%
CB vs PPL
+62.0%
+186.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | +9.1% | +5.4% | +3.6% | +6.2% |
| 3M | +3.4% | +4.3% | -0.9% | +1.1% |
| 6M | +14.1% | -1.3% | +15.4% | +14.5% |
| YTD | +18.0% | +4.7% | +13.3% | +14.4% |
| 1Y | +30.1% | +1.3% | +28.9% | +28.2% |
| 3Y | +71.8% | +57.2% | +14.6% | +33.3% |
| 5Y | +101.8% | +48.2% | +53.6% | +59.0% |
| All | +248.2% | +62.0% | +186.2% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling