-35.8%
CBRS vs PTC
-5.5%
-30.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -7.3% |
| 7D | +15.7% | -12.8% | +28.5% | +9.0% |
| 30D | -11.9% | -9.8% | -2.1% | -15.3% |
| 3M | -16.0% | -2.1% | -13.9% | -12.1% |
| All | -35.8% | -5.5% | -30.3% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling