+105.5%
CB vs PR
+225.6%
-120.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.3% |
| 7D | +2.6% | -16.5% | +19.1% | +4.1% |
| 30D | +11.2% | -4.5% | +15.7% | +11.5% |
| 3M | +5.7% | +8.5% | -2.8% | +4.7% |
| 6M | +15.9% | -3.3% | +19.2% | +15.8% |
| YTD | +20.2% | +55.7% | -35.6% | +14.4% |
| 1Y | +32.4% | +82.0% | -49.7% | +24.0% |
| 3Y | +75.5% | +62.5% | +13.0% | +63.6% |
| 5Y | +105.5% | +223.9% | -118.4% | +71.1% |
| All | +105.5% | +225.6% | -120.1% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling