+76.6%
CB vs SN
+389.7%
-313.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | +0.5% | -9.3% | +9.8% | +0.6% |
| 30D | -3.1% | -4.8% | +1.7% | -3.0% |
| 3M | +9.0% | +40.4% | -31.5% | +8.3% |
| 6M | +2.9% | +50.9% | -48.1% | +2.0% |
| YTD | +10.1% | +54.9% | -44.8% | +9.0% |
| 1Y | +22.8% | +43.0% | -20.2% | +21.9% |
| All | +76.6% | +389.7% | -313.1% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling