+28.0%
CB vs PTC
+10.7%
+17.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.9% | +0.5% | +2.5% | +2.9% |
| 30D | +7.3% | +1.2% | +6.1% | +7.3% |
| 3M | +9.4% | +27.4% | -18.0% | +8.5% |
| 6M | +19.6% | +39.2% | -19.6% | +16.3% |
| YTD | +21.5% | +12.5% | +9.0% | +17.9% |
| 1Y | +28.0% | +12.3% | +15.7% | +24.2% |
| All | +28.0% | +10.7% | +17.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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