+517.1%
CB vs PSX
+1,139.4%
-622.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +0.5% | +4.5% | -4.0% | -0.7% |
| 30D | -3.1% | +26.6% | -29.7% | -9.3% |
| 3M | +9.0% | +39.3% | -30.3% | -0.9% |
| 6M | +2.9% | +56.8% | -54.0% | -9.9% |
| YTD | +10.1% | +101.8% | -91.7% | -10.4% |
| 1Y | +22.8% | +99.6% | -76.8% | -0.1% |
| 3Y | +73.8% | +140.3% | -66.5% | +30.1% |
| 5Y | +99.2% | +339.3% | -240.2% | +19.2% |
| 10Y | +218.2% | +369.9% | -151.6% | +72.6% |
| All | +517.1% | +1,139.4% | -622.3% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling