+105.9%
CB vs SM
+5.1%
+100.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | 0.0% |
| 7D | 0.0% | +10.6% | -10.6% | -0.7% |
| 30D | +7.4% | -15.0% | +22.4% | +8.4% |
| 3M | +8.6% | +1.7% | +6.9% | +8.0% |
| 6M | +16.1% | +5.9% | +10.3% | +14.8% |
| YTD | +20.2% | +79.0% | -58.8% | +13.0% |
| 1Y | +27.2% | +84.7% | -57.5% | +19.1% |
| 3Y | +72.7% | -3.5% | +76.1% | +67.3% |
| 5Y | +105.9% | +4.9% | +101.0% | +92.9% |
| All | +105.9% | +5.1% | +100.9% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling