+69.8%
CB vs SNY
-9.7%
+79.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.8% | -3.6% | +0.9% | -2.2% |
| 30D | -2.4% | -1.9% | -0.5% | -2.2% |
| 3M | +2.8% | -2.0% | +4.7% | +3.0% |
| 6M | +4.8% | +2.5% | +2.2% | +4.3% |
| YTD | +9.2% | -7.0% | +16.1% | +10.0% |
| 1Y | +22.8% | -4.4% | +27.2% | +23.1% |
| All | +69.8% | -9.7% | +79.5% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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