+1.6%
CPB vs PSLV
+120.6%
-119.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.9% | +0.5% |
| 7D | -8.0% | +3.3% | -11.3% | -8.0% |
| 30D | -2.4% | +2.1% | -4.5% | -2.4% |
| 3M | +0.5% | +7.1% | -6.6% | +0.4% |
| 6M | -10.5% | -21.6% | +11.1% | -10.1% |
| YTD | -17.5% | -6.7% | -10.8% | -17.8% |
| 1Y | -31.0% | +59.3% | -90.3% | -32.1% |
| 3Y | -40.6% | +182.1% | -222.7% | -42.7% |
| 5Y | -37.7% | +162.6% | -200.3% | -39.9% |
| 10Y | -43.4% | +203.0% | -246.5% | -45.8% |
| All | +1.6% | +120.6% | -119.0% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling