+272.8%
CB vs PR
+160.5%
+112.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.6% | +2.4% |
| 7D | +5.3% | -12.1% | +17.4% | +5.9% |
| 30D | +13.2% | +0.9% | +12.3% | +13.1% |
| 3M | +7.8% | +10.1% | -2.4% | +7.1% |
| 6M | +15.8% | +1.1% | +14.7% | +15.5% |
| YTD | +21.0% | +63.7% | -42.7% | +17.5% |
| 1Y | +32.2% | +87.0% | -54.8% | +27.5% |
| 3Y | +76.7% | +70.7% | +5.9% | +70.0% |
| 5Y | +110.4% | +246.8% | -136.4% | +92.3% |
| 10Y | +261.0% | +72.6% | +188.4% | +230.7% |
| All | +272.8% | +160.5% | +112.3% | +243.8% |
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