+219.2%
CB vs SPMO
+514.3%
-295.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +1.1% |
| 7D | -2.8% | +0.1% | -2.8% | -2.8% |
| 30D | -2.4% | -0.7% | -1.7% | -2.3% |
| 3M | +2.8% | +2.8% | -0.1% | -0.3% |
| 6M | +4.8% | +24.4% | -19.7% | -9.0% |
| YTD | +9.2% | +24.2% | -15.0% | -5.4% |
| 1Y | +22.8% | +24.5% | -1.7% | +5.9% |
| 3Y | +71.1% | +155.6% | -84.4% | -9.4% |
| 5Y | +101.0% | +148.2% | -47.2% | +7.8% |
| All | +219.2% | +514.3% | -295.1% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPMO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling