+99.4%
CB vs PSLV
+161.1%
-61.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | -0.5% | +3.3% | -3.9% | -0.5% |
| 30D | -3.1% | +2.1% | -5.2% | -3.0% |
| 3M | +4.2% | +7.1% | -3.0% | +4.3% |
| 6M | +4.7% | -21.6% | +26.3% | +4.9% |
| YTD | +8.8% | -6.7% | +15.6% | +8.2% |
| 1Y | +22.6% | +59.3% | -36.6% | +19.6% |
| 3Y | +70.6% | +182.1% | -111.5% | +62.2% |
| 5Y | +99.4% | +162.6% | -63.2% | +84.7% |
| All | +99.4% | +161.1% | -61.6% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling