+223.5%
CB vs PSX
+377.2%
-153.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -0.5% | +1.8% | -2.4% | -1.1% |
| 30D | -3.1% | +21.6% | -24.7% | -8.4% |
| 3M | +4.2% | +46.5% | -42.3% | -7.0% |
| 6M | +4.7% | +62.0% | -57.3% | -9.8% |
| YTD | +8.8% | +106.3% | -97.5% | -13.0% |
| 1Y | +22.6% | +103.0% | -80.3% | -1.8% |
| 3Y | +70.6% | +135.5% | -64.9% | +26.3% |
| 5Y | +99.4% | +368.5% | -269.1% | +11.5% |
| 10Y | +223.5% | +386.6% | -163.1% | +59.5% |
| All | +223.5% | +377.2% | -153.7% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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