+84.5%
CB vs SN
+681.9%
-597.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.5% |
| 7D | -1.5% | +7.6% | -9.1% | -1.7% |
| 30D | +6.5% | +24.1% | -17.6% | +6.0% |
| 3M | +4.1% | +23.7% | -19.6% | +3.6% |
| 6M | +14.4% | +105.5% | -91.1% | +12.6% |
| YTD | +17.5% | +105.1% | -87.6% | +15.5% |
| 1Y | +27.5% | +148.3% | -120.7% | +24.7% |
| 3Y | +71.6% | +438.7% | -367.1% | +61.8% |
| All | +84.5% | +681.9% | -597.5% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling