+1,705.3%
CB vs SNY
+245.1%
+1,460.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.5% |
| 7D | -0.6% | -2.7% | +2.1% | +0.4% |
| 30D | -3.9% | -0.7% | -3.2% | -3.7% |
| 3M | +4.9% | -1.6% | +6.6% | +5.3% |
| 6M | +3.3% | +2.3% | +1.0% | +1.9% |
| YTD | +8.5% | -6.0% | +14.5% | +10.3% |
| 1Y | +22.1% | -2.7% | +24.7% | +21.8% |
| 3Y | +70.1% | -7.5% | +77.6% | +67.5% |
| 5Y | +97.4% | +6.7% | +90.7% | +79.3% |
| 10Y | +216.8% | +62.3% | +154.6% | +132.6% |
| All | +1,705.3% | +245.1% | +1,460.2% | +715.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling