+225.0%
CP vs PSLV
+190.6%
+34.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -2.6% | -3.5% | +0.9% | -2.1% |
| 30D | -3.7% | -2.1% | -1.6% | -3.5% |
| 3M | +0.1% | -1.6% | +1.8% | +0.1% |
| 6M | +7.8% | -25.5% | +33.3% | +11.9% |
| YTD | +21.7% | -11.4% | +33.1% | +19.4% |
| 1Y | +18.6% | +48.6% | -30.0% | +4.1% |
| 3Y | +17.5% | +166.9% | -149.3% | -10.0% |
| 5Y | +35.4% | +152.4% | -117.1% | +3.1% |
| All | +225.0% | +190.6% | +34.5% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling