+218.9%
CB vs PSA
+101.1%
+117.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | +0.5% | -3.7% | +4.2% | +1.8% |
| 30D | -3.1% | -7.7% | +4.6% | -0.4% |
| 3M | +9.0% | -0.6% | +9.6% | +9.1% |
| 6M | +2.9% | -0.9% | +3.8% | +2.8% |
| YTD | +10.1% | +18.7% | -8.6% | +3.1% |
| 1Y | +22.8% | +7.6% | +15.2% | +18.7% |
| 3Y | +73.8% | +23.7% | +50.1% | +56.8% |
| 5Y | +99.2% | +13.7% | +85.5% | +81.4% |
| All | +218.9% | +101.1% | +117.9% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling