-43.9%
CPB vs PSLV
+165.1%
-209.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -4.4% |
| 7D | -5.4% | -4.9% | -0.5% | -5.5% |
| 30D | -7.8% | -1.9% | -6.0% | -7.9% |
| 3M | -6.9% | +4.2% | -11.1% | -6.7% |
| 6M | -12.2% | -27.6% | +15.4% | -12.4% |
| YTD | -21.1% | -11.7% | -9.4% | -20.9% |
| 1Y | -33.5% | +49.3% | -82.8% | -32.3% |
| All | -43.9% | +165.1% | -209.0% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling