+219.2%
CB vs PSLV
+189.7%
+29.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +0.6% |
| 7D | -2.8% | -4.9% | +2.1% | -2.5% |
| 30D | -2.4% | -1.9% | -0.5% | -2.4% |
| 3M | +2.8% | +4.2% | -1.4% | +2.4% |
| 6M | +4.8% | -27.6% | +32.4% | +6.6% |
| YTD | +9.2% | -11.7% | +20.8% | +7.5% |
| 1Y | +22.8% | +49.3% | -26.5% | +13.8% |
| 3Y | +71.1% | +167.1% | -96.0% | +46.1% |
| 5Y | +101.0% | +151.7% | -50.7% | +71.1% |
| All | +219.2% | +189.7% | +29.5% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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