+103.2%
CB vs SPG
+74.6%
+28.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +0.2% | +4.9% | -4.7% | -1.1% |
| 30D | +9.1% | +15.6% | -6.5% | +4.6% |
| 3M | +3.4% | +4.1% | -0.7% | +2.2% |
| 6M | +14.1% | +13.6% | +0.5% | +9.9% |
| YTD | +18.0% | +27.5% | -9.5% | +9.9% |
| 1Y | +30.1% | +32.2% | -2.1% | +20.0% |
| 3Y | +71.8% | +126.0% | -54.2% | +32.2% |
| All | +103.2% | +74.6% | +28.6% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling