+101.0%
CB vs PPL
+39.5%
+61.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | +2.7% | -2.2% | -0.6% |
| 30D | -3.1% | +0.5% | -3.6% | -3.3% |
| 3M | +9.0% | +0.7% | +8.3% | +8.5% |
| 6M | +2.9% | -7.6% | +10.5% | +5.9% |
| YTD | +10.1% | +1.8% | +8.3% | +8.6% |
| 1Y | +22.8% | -0.8% | +23.5% | +22.4% |
| 3Y | +73.8% | +56.9% | +16.9% | +43.5% |
| All | +101.0% | +39.5% | +61.5% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling