+251.7%
CB vs PSX
+368.0%
-116.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +2.9% | +7.8% | -4.9% | +0.8% |
| 30D | +7.3% | -10.9% | +18.2% | +10.5% |
| 3M | +9.4% | +14.5% | -5.1% | +4.7% |
| 6M | +19.6% | +56.1% | -36.5% | +4.3% |
| YTD | +21.5% | +109.6% | -88.1% | -3.7% |
| 1Y | +28.0% | +95.5% | -67.5% | +3.4% |
| 3Y | +74.9% | +156.2% | -81.3% | +25.7% |
| 5Y | +108.1% | +310.0% | -201.9% | +22.4% |
| All | +251.7% | +368.0% | -116.4% | +78.5% |
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