+270.2%
CB vs PR
+147.8%
+122.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.4% |
| 7D | +2.6% | -16.5% | +19.1% | +3.5% |
| 30D | +11.2% | -4.5% | +15.7% | +11.4% |
| 3M | +5.7% | +8.5% | -2.8% | +5.2% |
| 6M | +15.9% | -3.3% | +19.2% | +15.9% |
| YTD | +20.2% | +55.7% | -35.6% | +17.0% |
| 1Y | +32.4% | +82.0% | -49.7% | +27.8% |
| 3Y | +75.5% | +62.5% | +13.0% | +69.2% |
| 5Y | +105.5% | +223.9% | -118.4% | +88.5% |
| 10Y | +258.5% | +64.2% | +194.3% | +229.3% |
| All | +270.2% | +147.8% | +122.4% | +242.3% |
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