+71.4%
CB vs SM
-12.9%
+84.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +1.5% |
| 7D | +0.7% | -19.5% | +20.2% | +1.2% |
| 30D | +8.2% | -20.2% | +28.4% | +8.7% |
| 3M | +6.3% | -6.5% | +12.8% | +6.2% |
| 6M | +16.2% | +1.6% | +14.6% | +15.6% |
| YTD | +19.3% | +61.2% | -41.9% | +15.8% |
| 1Y | +29.2% | +65.4% | -36.1% | +25.1% |
| 3Y | +71.4% | -13.0% | +84.5% | +72.6% |
| All | +71.4% | -12.9% | +84.3% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling