+6,646.7%
CB vs PPL
+1,177.7%
+5,468.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | +9.0% | +0.7% | +8.3% | +8.5% |
| 6M | +2.9% | -7.6% | +10.5% | +6.0% |
| YTD | +10.1% | +1.8% | +8.3% | +8.7% |
| 1Y | +22.8% | -0.8% | +23.5% | +22.4% |
| 3Y | +73.8% | +56.9% | +16.9% | +41.5% |
| 5Y | +99.2% | +39.5% | +59.7% | +69.0% |
| 10Y | +218.2% | +55.4% | +162.8% | +152.2% |
| All | +6,646.7% | +1,177.7% | +5,468.9% | +2,736.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling