+243.0%
CB vs SPG
+117.3%
+125.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.0% |
| 7D | -1.5% | +5.1% | -6.6% | -2.9% |
| 30D | +6.5% | +16.8% | -10.3% | +1.8% |
| 3M | +4.1% | +5.7% | -1.6% | +2.4% |
| 6M | +14.4% | +17.8% | -3.4% | +9.0% |
| YTD | +17.5% | +30.1% | -12.6% | +8.6% |
| 1Y | +27.5% | +32.8% | -5.2% | +17.1% |
| 3Y | +71.6% | +137.2% | -65.6% | +30.7% |
| 5Y | +100.6% | +81.5% | +19.2% | +62.5% |
| 10Y | +243.0% | +116.5% | +126.5% | +146.6% |
| All | +243.0% | +117.3% | +125.7% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling