-12.7%
PSKY vs CPB
-11.8%
-0.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | N/A |
| 7D | -24.6% | +3.4% | -28.0% | N/A |
| 30D | -36.1% | -5.3% | -30.8% | N/A |
| All | -12.7% | -11.8% | -0.9% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
6mo analysis · Full analysis span regression · Available span rolling