+1,411.9%
CB vs PRU
+806.6%
+605.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.5% |
| 7D | +0.5% | +1.9% | -1.4% | -0.2% |
| 30D | -3.1% | +2.7% | -5.8% | -4.2% |
| 3M | +9.0% | +19.5% | -10.5% | +1.4% |
| 6M | +2.9% | +26.6% | -23.8% | -6.7% |
| YTD | +10.1% | +12.3% | -2.2% | +4.2% |
| 1Y | +22.8% | +18.0% | +4.7% | +13.8% |
| 3Y | +73.8% | +47.0% | +26.8% | +44.8% |
| 5Y | +99.2% | +48.4% | +50.7% | +63.5% |
| 10Y | +218.2% | +142.4% | +75.8% | +104.5% |
| All | +1,411.9% | +806.6% | +605.3% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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