+32.2%
CB vs SPG
+34.3%
-2.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.0% |
| 7D | +5.3% | +8.2% | -2.9% | +2.4% |
| 30D | +13.2% | +13.5% | -0.2% | +8.4% |
| 3M | +7.8% | +2.2% | +5.5% | +6.6% |
| 6M | +15.8% | +15.9% | -0.1% | +10.5% |
| YTD | +21.0% | +27.6% | -6.6% | +13.0% |
| 1Y | +32.2% | +30.9% | +1.2% | +22.9% |
| All | +32.2% | +34.3% | -2.1% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling