+7,262.2%
CB vs SM
+932.8%
+6,329.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.2% |
| 7D | +2.6% | -25.1% | +27.7% | +5.3% |
| 30D | +11.2% | -15.6% | +26.8% | +12.8% |
| 3M | +5.7% | +2.7% | +3.0% | +4.9% |
| 6M | +15.9% | -3.8% | +19.8% | +15.3% |
| YTD | +20.2% | +61.8% | -41.7% | +12.7% |
| 1Y | +32.4% | +71.4% | -39.0% | +23.3% |
| 3Y | +75.5% | -20.7% | +96.2% | +72.7% |
| 5Y | +105.5% | -11.5% | +117.0% | +94.1% |
| 10Y | +258.5% | +10.2% | +248.3% | +161.4% |
| All | +7,262.2% | +932.8% | +6,329.4% | +3,836.9% |
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 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