+97.4%
CB vs SNY
+9.4%
+87.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.0% | -3.3% | +2.3% | -0.4% |
| 30D | -1.5% | -2.2% | +0.7% | -1.1% |
| 3M | +3.5% | -3.0% | +6.5% | +4.0% |
| 6M | +5.4% | +2.7% | +2.7% | +4.8% |
| YTD | +9.0% | -6.8% | +15.9% | +10.1% |
| 1Y | +20.3% | -5.3% | +25.6% | +20.9% |
| 3Y | +69.5% | -9.8% | +79.3% | +69.6% |
| All | +97.4% | +9.4% | +87.9% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling