+6,646.7%
CB vs SM
+1,170.2%
+5,476.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -3.1% | +26.3% | -29.4% | -5.5% |
| 3M | +9.0% | +8.7% | +0.3% | +7.6% |
| 6M | +2.9% | +51.7% | -48.8% | -2.2% |
| YTD | +10.1% | +99.0% | -88.9% | +1.6% |
| 1Y | +22.8% | +34.6% | -11.8% | +17.5% |
| 3Y | +73.8% | -7.8% | +81.5% | +68.9% |
| 5Y | +99.2% | +104.8% | -5.6% | +72.7% |
| 10Y | +218.2% | +7.2% | +211.0% | +133.8% |
| All | +6,646.7% | +1,170.2% | +5,476.5% | +3,447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling