+766.5%
CB vs PSLV
+57.8%
+708.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.2% |
| 7D | +2.9% | -6.3% | +9.2% | +3.2% |
| 30D | +7.3% | -12.7% | +20.0% | +7.9% |
| 3M | +9.4% | -24.7% | +34.1% | +10.6% |
| 6M | +19.6% | -44.6% | +64.2% | +22.7% |
| YTD | +21.5% | -33.3% | +54.8% | +21.9% |
| 1Y | +28.0% | -8.6% | +36.6% | +25.5% |
| 3Y | +74.9% | +108.2% | -33.3% | +60.2% |
| 5Y | +108.1% | +79.1% | +29.0% | +91.8% |
| 10Y | +251.8% | +137.7% | +114.1% | +210.4% |
| All | +766.5% | +57.8% | +708.7% | +627.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling