-41.6%
CPB vs PSLV
+154.2%
-195.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.8% | -3.5% | +1.7% | -1.8% |
| 30D | -7.1% | -2.1% | -4.9% | -7.1% |
| 3M | -6.0% | -1.6% | -4.4% | -5.9% |
| 6M | -5.3% | -25.5% | +20.2% | -5.3% |
| YTD | -20.8% | -11.4% | -9.4% | -20.9% |
| 1Y | -33.8% | +48.6% | -82.4% | -33.6% |
| 3Y | -43.7% | +166.9% | -210.6% | -44.4% |
| All | -41.6% | +154.2% | -195.9% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling