+248.2%
CB vs PR
+66.0%
+182.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | +0.2% | -16.4% | +16.7% | +1.1% |
| 30D | +9.1% | -1.9% | +11.0% | +9.1% |
| 3M | +3.4% | +8.0% | -4.5% | +2.9% |
| 6M | +14.1% | +4.1% | +10.0% | +13.6% |
| YTD | +18.0% | +58.7% | -40.7% | +14.8% |
| 1Y | +30.1% | +75.8% | -45.7% | +25.8% |
| 3Y | +71.8% | +73.2% | -1.4% | +65.0% |
| 5Y | +101.8% | +230.1% | -128.3% | +84.7% |
| All | +248.2% | +66.0% | +182.2% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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