+105.9%
CB vs SPG
+83.3%
+22.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | 0.0% | +3.1% | -3.1% | -0.9% |
| 30D | +7.4% | +16.4% | -9.0% | +2.8% |
| 3M | +8.6% | +7.1% | +1.6% | +6.4% |
| 6M | +16.1% | +16.1% | +0.1% | +11.2% |
| YTD | +20.2% | +30.4% | -10.2% | +11.2% |
| 1Y | +27.2% | +33.0% | -5.8% | +17.1% |
| 3Y | +72.7% | +134.6% | -62.0% | +31.3% |
| 5Y | +105.9% | +84.9% | +21.0% | +72.0% |
| All | +105.9% | +83.3% | +22.6% | +72.0% |
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