-18.0%
CPB vs PSLV
+7.9%
-25.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.0% | -0.1% | +6.1% |
| 7D | +13.0% | -2.6% | +15.6% | +12.8% |
| 30D | +20.5% | -14.2% | +34.7% | +19.8% |
| 3M | +2.2% | -12.2% | +14.4% | +1.7% |
| 6M | +15.4% | -28.1% | +43.5% | +14.8% |
| YTD | -12.3% | -28.2% | +15.9% | -12.9% |
| 1Y | -18.0% | +9.1% | -27.1% | -14.1% |
| All | -18.0% | +7.9% | -25.9% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling