+239.3%
CB vs PR
+169.5%
+69.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | +0.5% | +2.9% | -2.4% | +0.3% |
| 30D | -3.1% | +18.0% | -21.1% | -4.0% |
| 3M | +9.0% | +16.9% | -7.9% | +8.0% |
| 6M | +2.9% | +28.2% | -25.4% | +1.3% |
| YTD | +10.1% | +69.3% | -59.2% | +6.9% |
| 1Y | +22.8% | +69.5% | -46.7% | +19.1% |
| 3Y | +73.8% | +81.7% | -7.9% | +66.6% |
| 5Y | +99.2% | +422.2% | -323.1% | +78.9% |
| 10Y | +218.2% | +110.4% | +107.9% | +193.0% |
| All | +239.3% | +169.5% | +69.8% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling