+27.8%
CB vs SM
+72.9%
-45.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.2% | +0.4% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | +7.3% | -17.3% | +24.6% | +7.0% |
| 3M | +7.0% | -3.6% | +10.6% | +6.9% |
| 6M | +16.3% | +2.9% | +13.4% | +16.1% |
| YTD | +19.7% | +70.2% | -50.5% | +18.9% |
| 1Y | +27.8% | +66.5% | -38.7% | +25.9% |
| All | +27.8% | +72.9% | -45.2% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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