+20.7%
CB vs PSX
+103.3%
-82.6%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.7% | +1.7% | -2.4% | -0.8% |
| 30D | -1.2% | +15.6% | -16.8% | -2.4% |
| 3M | +3.8% | +46.5% | -42.7% | +0.2% |
| 6M | +5.8% | +55.0% | -49.3% | +1.3% |
| YTD | +9.4% | +105.3% | -95.9% | -0.5% |
| 1Y | +20.7% | +101.6% | -80.9% | +8.1% |
| All | +20.7% | +103.3% | -82.6% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling