+243.0%
CB vs PSX
+363.6%
-120.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.3% |
| 7D | -1.5% | -8.0% | +6.5% | +0.7% |
| 30D | +6.5% | -9.0% | +15.6% | +9.0% |
| 3M | +4.1% | +24.7% | -20.7% | -2.9% |
| 6M | +14.4% | +49.3% | -34.9% | +1.0% |
| YTD | +17.5% | +100.2% | -82.7% | -5.6% |
| 1Y | +27.5% | +88.8% | -61.3% | +4.0% |
| 3Y | +71.6% | +152.5% | -80.9% | +23.7% |
| 5Y | +100.6% | +283.2% | -182.6% | +20.5% |
| 10Y | +243.0% | +345.8% | -102.8% | +76.5% |
| All | +243.0% | +363.6% | -120.6% | +76.5% |
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