+27.2%
CB vs PSA
+27.8%
-0.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.5% | +1.5% | -3.0% | -1.9% |
| 30D | +6.5% | +16.7% | -10.1% | +2.5% |
| 3M | +4.1% | +4.0% | 0.0% | +2.7% |
| 6M | +14.4% | +10.9% | +3.6% | +11.7% |
| YTD | +17.5% | +34.2% | -16.7% | +11.6% |
| All | +27.2% | +27.8% | -0.6% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling