+27.2%
CB vs SM
+62.4%
-35.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.5% |
| 7D | -1.5% | -22.3% | +20.8% | -1.9% |
| 30D | +6.5% | -21.4% | +27.9% | +6.1% |
| 3M | +4.1% | +1.4% | +2.7% | +3.9% |
| 6M | +14.4% | +0.1% | +14.3% | +14.2% |
| YTD | +17.5% | +59.0% | -41.4% | +15.9% |
| All | +27.2% | +62.4% | -35.2% | +24.9% |
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