+6,646.7%
CB vs PSA
+10,514.8%
-3,868.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | +0.5% | -3.7% | +4.2% | +2.0% |
| 30D | -3.1% | -7.7% | +4.6% | -0.1% |
| 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% | +2.3% |
| 1Y | +22.8% | +7.6% | +15.2% | +18.2% |
| 3Y | +73.8% | +23.7% | +50.1% | +55.3% |
| 5Y | +99.2% | +13.7% | +85.5% | +80.0% |
| 10Y | +218.2% | +98.9% | +119.4% | +123.5% |
| All | +6,646.7% | +10,514.8% | -3,868.1% | +1,597.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling