+246.7%
CB vs PSX
+342.3%
-95.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +0.7% | -7.8% | +8.5% | +2.9% |
| 30D | +8.2% | -9.9% | +18.1% | +11.0% |
| 3M | +6.3% | +16.9% | -10.6% | +1.1% |
| 6M | +16.2% | +48.0% | -31.8% | +2.9% |
| YTD | +19.3% | +98.3% | -79.0% | -3.9% |
| 1Y | +29.2% | +86.2% | -56.9% | +5.8% |
| 3Y | +71.4% | +144.0% | -72.5% | +24.9% |
| 5Y | +104.2% | +287.7% | -183.5% | +22.0% |
| 10Y | +246.7% | +338.3% | -91.7% | +78.8% |
| All | +246.7% | +342.3% | -95.7% | +78.8% |
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