+71.4%
CB vs SPG
+136.6%
-65.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.4% |
| 7D | +0.7% | +5.6% | -4.9% | -0.5% |
| 30D | +8.2% | +17.6% | -9.4% | +4.3% |
| 3M | +6.3% | +7.5% | -1.2% | +4.5% |
| 6M | +16.2% | +18.5% | -2.4% | +12.0% |
| YTD | +19.3% | +30.9% | -11.6% | +12.8% |
| 1Y | +29.2% | +34.1% | -4.9% | +21.6% |
| 3Y | +71.4% | +135.5% | -64.1% | +63.9% |
| All | +71.4% | +136.6% | -65.2% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling