+898.3%
CB vs PSKY
-63.1%
+961.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +2.9% |
| 7D | +5.4% | -24.6% | +30.0% | +10.1% |
| 30D | +5.2% | -36.1% | +41.4% | +13.2% |
| 3M | +28.2% | -53.4% | +81.5% | +38.3% |
| 6M | +28.2% | -53.4% | +81.5% | +38.3% |
| YTD | +28.2% | -53.4% | +81.5% | +38.3% |
| 1Y | +35.4% | -58.4% | +93.7% | +49.8% |
| 3Y | +73.7% | -40.7% | +114.4% | +61.7% |
| 5Y | +112.0% | -80.0% | +192.0% | +143.9% |
| 10Y | +239.5% | -84.4% | +323.9% | +256.3% |
| All | +898.3% | -63.1% | +961.4% | +589.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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