+71.8%
CB vs PSX
+131.4%
-59.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.7% |
| 7D | +0.2% | -13.1% | +13.4% | +1.9% |
| 30D | +9.1% | -9.5% | +18.6% | +10.2% |
| 3M | +3.4% | +20.2% | -16.8% | +0.8% |
| 6M | +14.1% | +44.9% | -30.8% | +8.3% |
| YTD | +18.0% | +94.4% | -76.4% | +6.8% |
| 1Y | +30.1% | +83.1% | -52.9% | +18.7% |
| 3Y | +71.8% | +132.2% | -60.4% | +47.5% |
| All | +71.8% | +131.4% | -59.6% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling